Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531192.6502 | 394892.7921 | 136299.8581 | 2305156.3722 | 1386816.0486 | 918340.3237 |
Total P&L (%) | 531.1927 | 394.8928 | 136.2999 | 2305.1564 | 1386.816 | 918.3403 |
Avg Daily Profit (%) | 0.3754 | 0.2791 | 0.0963 | 0.225 | 0.1909 | 0.1641 |
Buy And Hold Return (%) | 44.1196 | 44.1196 | 44.1196 | 44.1196 | 44.1196 | 44.1196 |
Max Trade Drawdown | -67204 | -51158 | -60888 | -486701 | -377014 | -580649 |
Profit Factor | 1.4963 | 1.7924 | 1.2383 | 1.5104 | 1.7064 | 1.3596 |
Total Trades | 335 | 167 | 168 | 335 | 167 | 168 |
Winning Trades | 186 | 96 | 90 | 186 | 96 | 90 |
Losing Trades | 149 | 71 | 78 | 149 | 71 | 78 |
Profitability (%) | 55.5224 | 57.485 | 53.5714 | 55.5224 | 57.485 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.1986 | 1.3256 | 1.0732 | 1.2099 | 1.262 | 1.1784 |
Largest Winning Trade | 80526 | 80526 | 30217 | 268115 | 256635 | 268115 |
Largest Losing Trade | -29850 | -29850 | -28884 | -486701 | -233899 | -486701 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 2588 | 1305 | 1283 | 2588 | 1305 | 1283 |
Profit Streak | 7.4166 | 0 | 19.4166 | 7.4166 | 0 | 19.4166 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512834 | 437498 | -65567 | 469655 | 419407 | 371158 |
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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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