Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500255.4984 | 439618.8847 | 60636.6137 | 426071.2172 | 387680.0373 | 38391.1799 |
Total P&L (%) | 500.2555 | 439.6189 | 60.6366 | 426.0712 | 387.68 | 38.3912 |
Avg Daily Profit (%) | 0.3543 | 0.3113 | 0.0429 | 0.1177 | 0.1123 | 0.023 |
Buy And Hold Return (%) | 40.6293 | 40.6293 | 40.6293 | 40.6293 | 40.6293 | 40.6293 |
Max Trade Drawdown | -88092 | -98067 | -108004 | -324996 | -241683 | -127101 |
Profit Factor | 1.662 | 2.1288 | 1.1656 | 1.3534 | 1.6191 | 1.0663 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Losing Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Profitability (%) | 47.8788 | 48.7805 | 46.988 | 47.8788 | 48.7805 | 46.988 |
Ratio Avg Win / Avg Loss | 1.8092 | 2.2353 | 1.315 | 1.4734 | 1.7 | 1.203 |
Largest Winning Trade | 201892 | 201892 | 52663 | 344928 | 344928 | 92032 |
Largest Losing Trade | -58226 | -28098 | -58226 | -109629 | -102249 | -109629 |
Avg Bars in Trades | 23 | 26 | 21 | 23 | 26 | 21 |
Avg Bars in Winners | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Losers | 19 | 24 | 14 | 19 | 24 | 14 |
Bars Traded | 3925 | 2133 | 1791 | 3925 | 2133 | 1791 |
Profit Streak | 480.3018 | 0 | 497.3018 | 480.3018 | 0 | 497.3018 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482619 | 286812 | -186799 | -34624 | -44690 | -475786 |
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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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