Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307181.9073 | 236479.4488 | 70702.4585 | 400601.4533 | 196484.0206 | 204117.4327 |
Total P&L (%) | 307.1819 | 236.4794 | 70.7025 | 400.6015 | 196.484 | 204.1174 |
Avg Daily Profit (%) | 0.2048 | 0.1577 | 0.0471 | 0.1074 | 0.0725 | 0.0742 |
Buy And Hold Return (%) | 80.6147 | 80.6147 | 80.6147 | 80.6147 | 80.6147 | 80.6147 |
Max Trade Drawdown | -118656 | -64547 | -99390 | -286199 | -178954 | -141629 |
Profit Factor | 1.307 | 1.5321 | 1.1271 | 1.1701 | 1.1631 | 1.1774 |
Total Trades | 538 | 269 | 269 | 538 | 269 | 269 |
Winning Trades | 401 | 211 | 190 | 401 | 211 | 190 |
Losing Trades | 137 | 58 | 79 | 137 | 58 | 79 |
Profitability (%) | 74.5353 | 78.4387 | 70.632 | 74.5353 | 78.4387 | 70.632 |
Ratio Avg Win / Avg Loss | 0.4465 | 0.4212 | 0.4686 | 0.3998 | 0.3197 | 0.4896 |
Largest Winning Trade | 21890 | 21433 | 21890 | 34243 | 26413 | 34243 |
Largest Losing Trade | -41192 | -41192 | -36796 | -159088 | -159088 | -75808 |
Avg Bars in Trades | 32 | 29 | 36 | 32 | 29 | 36 |
Avg Bars in Winners | 18 | 17 | 20 | 18 | 17 | 20 |
Avg Bars in Losers | 73 | 72 | 74 | 73 | 72 | 74 |
Bars Traded | 17623 | 7864 | 9759 | 17623 | 7864 | 9759 |
Profit Streak | 596.519 | 596.519 | 606.769 | 596.519 | 596.519 | 606.769 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413025 | 335661 | -373257 | -78243 | -137475 | -119603 |
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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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