Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484736.8568 | 390783.8125 | 93953.0443 | 343397.6257 | 296496.9832 | 46900.6424 |
Total P&L (%) | 484.7369 | 390.7838 | 93.953 | 343.3976 | 296.497 | 46.9006 |
Avg Daily Profit (%) | 0.2023 | 0.1631 | 0.0392 | 0.0622 | 0.0575 | 0.0161 |
Buy And Hold Return (%) | 141.4508 | 141.4508 | 141.4508 | 141.4508 | 141.4508 | 141.4508 |
Max Trade Drawdown | -121530 | -68679 | -153226 | -597084 | -318696 | -512018 |
Profit Factor | 1.3458 | 1.6609 | 1.1159 | 1.1021 | 1.1993 | 1.025 |
Total Trades | 377 | 189 | 188 | 377 | 189 | 188 |
Winning Trades | 196 | 100 | 96 | 196 | 100 | 96 |
Losing Trades | 181 | 89 | 92 | 181 | 89 | 92 |
Profitability (%) | 51.9894 | 52.9101 | 51.0638 | 51.9894 | 52.9101 | 51.0638 |
Ratio Avg Win / Avg Loss | 1.2428 | 1.4782 | 1.0694 | 1.0177 | 1.0674 | 0.9823 |
Largest Winning Trade | 62009 | 62009 | 30448 | 137358 | 101106 | 137358 |
Largest Losing Trade | -62232 | -40142 | -62232 | -127768 | -127768 | -114009 |
Avg Bars in Trades | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Winners | 18 | 15 | 20 | 18 | 15 | 20 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 6955 | 3141 | 3814 | 6955 | 3141 | 3814 |
Profit Streak | 12.2897 | 18.9564 | 0 | 12.2897 | 18.9564 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302341 | 294225 | -398477 | -219069 | -121478 | -531045 |
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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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