Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296064.8566 | 273943.5913 | 22121.2653 | 69691.7595 | 192983.9839 | -123292.2244 |
Total P&L (%) | 296.0649 | 273.9436 | 22.1213 | 69.6918 | 192.984 | -123.2922 |
Avg Daily Profit (%) | 0.2444 | 0.2261 | 0.0183 | 0.0437 | 0.0888 | 0 |
Buy And Hold Return (%) | 36.1553 | 36.1553 | 36.1553 | 36.1553 | 36.1553 | 36.1553 |
Max Trade Drawdown | -100795 | -79777 | -93404 | -228875 | -130688 | -216937 |
Profit Factor | 1.2225 | 1.4198 | 1.0326 | 1.0318 | 1.1837 | 0.8917 |
Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
Winning Trades | 181 | 87 | 94 | 181 | 87 | 94 |
Losing Trades | 203 | 105 | 98 | 203 | 105 | 98 |
Profitability (%) | 47.1354 | 45.3125 | 48.9583 | 47.1354 | 45.3125 | 48.9583 |
Ratio Avg Win / Avg Loss | 1.3711 | 1.7135 | 1.0766 | 1.1573 | 1.4285 | 0.9296 |
Largest Winning Trade | 108892 | 108892 | 31654 | 83611 | 83611 | 36357 |
Largest Losing Trade | -57529 | -24131 | -57529 | -75882 | -35232 | -75882 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 13 | 13 | 14 | 13 | 13 | 14 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 4731 | 2215 | 2516 | 4731 | 2215 | 2516 |
Profit Streak | 11.8896 | 11.8896 | 13.6396 | 11.8896 | 11.8896 | 13.6396 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370721 | 334839 | -517474 | -324783 | -94538 | -579377 |
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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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