Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329040.0287 | 279540.6548 | 49499.3739 | 742142.9894 | 418623.4121 | 323519.5773 |
Total P&L (%) | 329.04 | 279.5407 | 49.4994 | 742.143 | 418.6234 | 323.5196 |
Avg Daily Profit (%) | 0.1826 | 0.1551 | 0.0275 | 0.1183 | 0.0914 | 0.0801 |
Buy And Hold Return (%) | 129.4163 | 129.4163 | 129.4163 | 129.4163 | 129.4163 | 129.4163 |
Max Trade Drawdown | -71445 | -71236 | -23984 | -1055854 | -1118037 | -100130 |
Profit Factor | 1.552 | 1.6339 | 1.3191 | 1.1834 | 1.1281 | 1.4151 |
Total Trades | 321 | 160 | 161 | 321 | 160 | 161 |
Winning Trades | 214 | 120 | 94 | 214 | 120 | 94 |
Losing Trades | 107 | 40 | 67 | 107 | 40 | 67 |
Profitability (%) | 66.6667 | 75 | 58.3851 | 66.6667 | 75 | 58.3851 |
Ratio Avg Win / Avg Loss | 0.776 | 0.5446 | 0.9402 | 0.5917 | 0.376 | 1.0086 |
Largest Winning Trade | 28346 | 28346 | 7292 | 269961 | 269961 | 63601 |
Largest Losing Trade | -47967 | -47967 | -10140 | -564791 | -564791 | -80059 |
Avg Bars in Trades | 33 | 62 | 3 | 33 | 62 | 3 |
Avg Bars in Winners | 21 | 35 | 3 | 21 | 35 | 3 |
Avg Bars in Losers | 56 | 145 | 3 | 56 | 145 | 3 |
Bars Traded | 10628 | 10076 | 552 | 10628 | 10076 | 552 |
Profit Streak | 609.9113 | 609.9113 | 646.4113 | 609.9113 | 609.9113 | 646.4113 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327005 | 210162 | -320821 | -50842 | -151072 | -86140 |
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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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