Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517760.0819 | 503434.5136 | 14325.5682 | 196133.9543 | 126753.6416 | 69380.3127 |
Total P&L (%) | 517.7601 | 503.4345 | 14.3256 | 196.134 | 126.7536 | 69.3803 |
Avg Daily Profit (%) | 0.207 | 0.2013 | 0.0057 | 0.0434 | 0.0327 | 0.0211 |
Buy And Hold Return (%) | 207.8529 | 207.8529 | 207.8529 | 207.8529 | 207.8529 | 207.8529 |
Max Trade Drawdown | -139607 | -144036 | -38668 | -481049 | -469268 | -67301 |
Profit Factor | 1.8771 | 2.0764 | 1.1169 | 1.1594 | 1.1261 | 1.3074 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 61 | 24 | 37 | 61 | 24 | 37 |
Losing Trades | 66 | 39 | 27 | 66 | 39 | 27 |
Profitability (%) | 48.0315 | 38.0952 | 57.8125 | 48.0315 | 38.0952 | 57.8125 |
Ratio Avg Win / Avg Loss | 2.031 | 3.3741 | 0.815 | 1.2544 | 1.83 | 0.954 |
Largest Winning Trade | 308965 | 308965 | 13343 | 237220 | 237220 | 33778 |
Largest Losing Trade | -47609 | -47609 | -17131 | -265580 | -265580 | -66473 |
Avg Bars in Trades | 35 | 67 | 4 | 35 | 67 | 4 |
Avg Bars in Winners | 34 | 79 | 5 | 34 | 79 | 5 |
Avg Bars in Losers | 37 | 60 | 4 | 37 | 60 | 4 |
Bars Traded | 4558 | 4252 | 306 | 4558 | 4252 | 306 |
Profit Streak | 184.1512 | 184.1512 | 236.6512 | 184.1512 | 184.1512 | 236.6512 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323045 | -143080 | -581093 | -344999 | -546618 | -468541 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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