Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629863.0038 | 562601.2856 | 67261.7183 | 813939.4587 | 808153.5183 | 5785.9404 |
Total P&L (%) | 629.863 | 562.6013 | 67.2617 | 813.9395 | 808.1535 | 5.7859 |
Avg Daily Profit (%) | 0.2516 | 0.2248 | 0.0269 | 0.0884 | 0.0882 | 0.0022 |
Buy And Hold Return (%) | 127.0666 | 127.0666 | 127.0666 | 127.0666 | 127.0666 | 127.0666 |
Max Trade Drawdown | -212304 | -136929 | -106663 | -623138 | -323395 | -384972 |
Profit Factor | 1.3904 | 1.5963 | 1.1004 | 1.2339 | 1.4107 | 1.0038 |
Total Trades | 633 | 316 | 317 | 633 | 316 | 317 |
Winning Trades | 273 | 118 | 155 | 273 | 118 | 155 |
Losing Trades | 360 | 198 | 162 | 360 | 198 | 162 |
Profitability (%) | 43.128 | 37.3418 | 48.8959 | 43.128 | 37.3418 | 48.8959 |
Ratio Avg Win / Avg Loss | 1.8335 | 2.6786 | 1.1501 | 1.6271 | 2.3671 | 1.0492 |
Largest Winning Trade | 188299 | 188299 | 30309 | 300462 | 300462 | 107835 |
Largest Losing Trade | -32633 | -23305 | -32633 | -140107 | -130986 | -140107 |
Avg Bars in Trades | 11 | 16 | 7 | 11 | 16 | 7 |
Avg Bars in Winners | 15 | 22 | 9 | 15 | 22 | 9 |
Avg Bars in Losers | 9 | 12 | 5 | 9 | 12 | 5 |
Bars Traded | 7465 | 5061 | 2404 | 7465 | 5061 | 2404 |
Profit Streak | 10.0129 | 0 | 13.6795 | 10.0129 | 0 | 13.6795 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375492 | 211148 | -431305 | -72503 | -76915 | -570355 |
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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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