Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 878917.9738 | 793051.5229 | 85866.4509 | 573681.4432 | 415965.5836 | 157715.8596 |
Total P&L (%) | 878.918 | 793.0515 | 85.8665 | 573.6814 | 415.9656 | 157.7159 |
Avg Daily Profit (%) | 0.4693 | 0.4235 | 0.0459 | 0.1019 | 0.0877 | 0.0506 |
Buy And Hold Return (%) | 416.6138 | 416.6138 | 416.6138 | 416.6138 | 416.6138 | 416.6138 |
Max Trade Drawdown | -136487 | -70010 | -196758 | -691446 | -663676 | -356909 |
Profit Factor | 1.7497 | 2.5777 | 1.1282 | 1.1324 | 1.1918 | 1.0728 |
Total Trades | 327 | 164 | 163 | 327 | 164 | 163 |
Winning Trades | 155 | 63 | 92 | 155 | 63 | 92 |
Losing Trades | 172 | 101 | 71 | 172 | 101 | 71 |
Profitability (%) | 47.4006 | 38.4146 | 56.4417 | 47.4006 | 38.4146 | 56.4417 |
Ratio Avg Win / Avg Loss | 1.9416 | 4.1325 | 0.8707 | 1.2566 | 1.9107 | 0.8279 |
Largest Winning Trade | 221529 | 221529 | 52319 | 720725 | 720725 | 252355 |
Largest Losing Trade | -90657 | -32734 | -90657 | -188525 | -137531 | -188525 |
Avg Bars in Trades | 33 | 27 | 40 | 33 | 27 | 40 |
Avg Bars in Winners | 44 | 39 | 48 | 44 | 39 | 48 |
Avg Bars in Losers | 24 | 20 | 29 | 24 | 20 | 29 |
Bars Traded | 11102 | 4553 | 6549 | 11102 | 4553 | 6549 |
Profit Streak | 10.4065 | 31.4065 | 0 | 10.4065 | 31.4065 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318681 | 175144 | -377464 | -178554 | -252560 | -432114 |
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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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