Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428544.1224 | 391708.3395 | 36835.783 | 95266.8315 | 375020.9735 | -279754.142 |
Total P&L (%) | 428.5441 | 391.7083 | 36.8358 | 95.2668 | 375.021 | -279.7541 |
Avg Daily Profit (%) | 0.2277 | 0.2081 | 0.0196 | 0.0356 | 0.0828 | 0 |
Buy And Hold Return (%) | 18.4853 | 18.4853 | 18.4853 | 18.4853 | 18.4853 | 18.4853 |
Max Trade Drawdown | -121523 | -133359 | -92475 | -522160 | -282489 | -450596 |
Profit Factor | 1.3496 | 1.4265 | 1.1198 | 1.0335 | 1.1949 | 0.6959 |
Total Trades | 369 | 184 | 185 | 369 | 184 | 185 |
Winning Trades | 262 | 137 | 125 | 262 | 137 | 125 |
Losing Trades | 107 | 47 | 60 | 107 | 47 | 60 |
Profitability (%) | 71.0027 | 74.4565 | 67.5676 | 71.0027 | 74.4565 | 67.5676 |
Ratio Avg Win / Avg Loss | 0.5512 | 0.4894 | 0.5375 | 0.4221 | 0.4099 | 0.334 |
Largest Winning Trade | 51958 | 51958 | 26523 | 93124 | 93124 | 49232 |
Largest Losing Trade | -67996 | -67996 | -59002 | -336884 | -186569 | -336884 |
Avg Bars in Trades | 60 | 118 | 2 | 60 | 118 | 2 |
Avg Bars in Winners | 24 | 44 | 1 | 24 | 44 | 1 |
Avg Bars in Losers | 148 | 332 | 4 | 148 | 332 | 4 |
Bars Traded | 22271 | 21777 | 493 | 22271 | 21777 | 493 |
Profit Streak | 16.8225 | 0 | 34.2391 | 16.8225 | 0 | 34.2391 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424861 | 376533 | -260576 | -326740 | -86573 | -577267 |
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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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