Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637749.5101 | 532282.1126 | 105467.3975 | 1178707.4074 | 850428.5113 | 328278.896 |
Total P&L (%) | 637.7495 | 532.2821 | 105.4674 | 1178.7074 | 850.4285 | 328.2789 |
Avg Daily Profit (%) | 0.3451 | 0.2881 | 0.0571 | 0.138 | 0.1219 | 0.0788 |
Buy And Hold Return (%) | 45.7694 | 45.7694 | 45.7694 | 45.7694 | 45.7694 | 45.7694 |
Max Trade Drawdown | -142826 | -164798 | -66726 | -1254452 | -1214598 | -666116 |
Profit Factor | 1.6192 | 1.8822 | 1.2473 | 1.1909 | 1.2274 | 1.1348 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 119 | 53 | 66 | 119 | 53 | 66 |
Losing Trades | 132 | 73 | 59 | 132 | 73 | 59 |
Profitability (%) | 47.4104 | 42.0635 | 52.8 | 47.4104 | 42.0635 | 52.8 |
Ratio Avg Win / Avg Loss | 1.7961 | 2.5924 | 1.115 | 1.321 | 1.6905 | 1.0145 |
Largest Winning Trade | 211149 | 211149 | 41704 | 545448 | 545448 | 202005 |
Largest Losing Trade | -32688 | -32688 | -31643 | -385573 | -385573 | -220988 |
Avg Bars in Trades | 28 | 36 | 20 | 28 | 36 | 20 |
Avg Bars in Winners | 30 | 40 | 21 | 30 | 40 | 21 |
Avg Bars in Losers | 27 | 34 | 19 | 27 | 34 | 19 |
Bars Traded | 7257 | 4648 | 2609 | 7257 | 4648 | 2609 |
Profit Streak | 22.2176 | 23.7176 | 0 | 22.2176 | 23.7176 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485143 | 345687 | -121381 | -17782 | -31815 | -159584 |
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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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