Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385278.4365 | 348244.2423 | 37034.1941 | 1192857.0335 | 961183.6496 | 231673.384 |
Total P&L (%) | 385.2784 | 348.2442 | 37.0342 | 1192.857 | 961.1837 | 231.6734 |
Avg Daily Profit (%) | 0.469 | 0.4239 | 0.0451 | 0.312 | 0.2879 | 0.1461 |
Buy And Hold Return (%) | 453.072 | 453.072 | 453.072 | 453.072 | 453.072 | 453.072 |
Max Trade Drawdown | -83378 | -78640 | -20626 | -547193 | -597594 | -100077 |
Profit Factor | 1.6321 | 1.7059 | 1.3186 | 1.3646 | 1.3565 | 1.4028 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 138 | 68 | 70 | 138 | 68 | 70 |
Losing Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Profitability (%) | 52.8736 | 52.3077 | 53.4351 | 52.8736 | 52.3077 | 53.4351 |
Ratio Avg Win / Avg Loss | 1.4547 | 1.5554 | 1.1491 | 1.2163 | 1.2368 | 1.2225 |
Largest Winning Trade | 50017 | 50017 | 16073 | 292858 | 292858 | 54197 |
Largest Losing Trade | -38704 | -38704 | -7175 | -260636 | -260636 | -56023 |
Avg Bars in Trades | 12 | 23 | 1 | 12 | 23 | 1 |
Avg Bars in Winners | 12 | 25 | 1 | 12 | 25 | 1 |
Avg Bars in Losers | 11 | 21 | 1 | 11 | 21 | 1 |
Bars Traded | 3209 | 3071 | 138 | 3209 | 3071 | 138 |
Profit Streak | 22.8897 | 30.3897 | 22.8897 | 22.8897 | 30.3897 | 22.8897 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150824 | -151640 | -297215 | 327279 | 162319 | -162065 |
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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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