Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400122.389 | 297690.6611 | 102431.7279 | 722199.3546 | 360595.9771 | 361603.3774 |
Total P&L (%) | 400.1224 | 297.6907 | 102.4317 | 722.1994 | 360.596 | 361.6034 |
Avg Daily Profit (%) | 0.2219 | 0.1651 | 0.0568 | 0.1169 | 0.0847 | 0.0848 |
Buy And Hold Return (%) | 27.758 | 27.758 | 27.758 | 27.758 | 27.758 | 27.758 |
Max Trade Drawdown | -123945 | -72640 | -137534 | -266795 | -229956 | -167051 |
Profit Factor | 1.4083 | 1.6862 | 1.1875 | 1.4 | 1.3983 | 1.4017 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 246 | 129 | 117 | 246 | 129 | 117 |
Losing Trades | 106 | 47 | 59 | 106 | 47 | 59 |
Profitability (%) | 69.8864 | 73.2955 | 66.4773 | 69.8864 | 73.2955 | 66.4773 |
Ratio Avg Win / Avg Loss | 0.6068 | 0.6144 | 0.5988 | 0.6033 | 0.5095 | 0.7068 |
Largest Winning Trade | 27572 | 27572 | 18064 | 119127 | 62260 | 119127 |
Largest Losing Trade | -55559 | -42763 | -55559 | -119866 | -119866 | -88202 |
Avg Bars in Trades | 9 | 9 | 10 | 9 | 9 | 10 |
Avg Bars in Winners | 6 | 7 | 6 | 6 | 7 | 6 |
Avg Bars in Losers | 16 | 14 | 18 | 16 | 14 | 18 |
Bars Traded | 3445 | 1594 | 1851 | 3445 | 1594 | 1851 |
Profit Streak | 602.3045 | 602.3045 | 609.8045 | 602.3045 | 602.3045 | 609.8045 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464980 | 431515 | -131369 | -31484 | -76575 | -76527 |
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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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