Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633298.5059 | 578745.3204 | 54553.1855 | 139896.9379 | 45943.3797 | 93953.5581 |
Total P&L (%) | 633.2985 | 578.7453 | 54.5532 | 139.8969 | 45.9434 | 93.9536 |
Avg Daily Profit (%) | 0.3266 | 0.2985 | 0.0281 | 0.0451 | 0.0195 | 0.0342 |
Buy And Hold Return (%) | 20.102 | 20.102 | 20.102 | 20.102 | 20.102 | 20.102 |
Max Trade Drawdown | -131437 | -93945 | -165002 | -290767 | -225505 | -157103 |
Profit Factor | 1.5062 | 2.0268 | 1.0793 | 1.0672 | 1.0451 | 1.0884 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 138 | 59 | 79 | 138 | 59 | 79 |
Losing Trades | 141 | 81 | 60 | 141 | 81 | 60 |
Profitability (%) | 49.4624 | 42.1429 | 56.8345 | 49.4624 | 42.1429 | 56.8345 |
Ratio Avg Win / Avg Loss | 1.5389 | 2.7825 | 0.8198 | 1.0904 | 1.4348 | 0.8266 |
Largest Winning Trade | 358928 | 358928 | 51022 | 128096 | 128096 | 65843 |
Largest Losing Trade | -60170 | -31196 | -60170 | -83307 | -83307 | -72660 |
Avg Bars in Trades | 13 | 10 | 16 | 13 | 10 | 16 |
Avg Bars in Winners | 16 | 12 | 19 | 16 | 12 | 19 |
Avg Bars in Losers | 10 | 8 | 13 | 10 | 8 | 13 |
Bars Traded | 3786 | 1451 | 2335 | 3786 | 1451 | 2335 |
Profit Streak | 25.4049 | 25.4049 | 30.4049 | 25.4049 | 25.4049 | 30.4049 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508504 | 371267 | -292054 | -276716 | -345149 | -272323 |
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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) |
---|