Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433271.2571 | 351651.0357 | 81620.2214 | 2198209.6669 | 1511249.248 | 686960.419 |
Total P&L (%) | 433.2713 | 351.651 | 81.6202 | 2198.2097 | 1511.2492 | 686.9604 |
Avg Daily Profit (%) | 0.4159 | 0.3376 | 0.0784 | 0.3014 | 0.2672 | 0.1982 |
Buy And Hold Return (%) | 315.2731 | 315.2731 | 315.2731 | 315.2731 | 315.2731 | 315.2731 |
Max Trade Drawdown | -67449 | -32580 | -46167 | -681850 | -365796 | -464542 |
Profit Factor | 2.0188 | 2.7689 | 1.3604 | 1.9875 | 2.3261 | 1.6324 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Losing Trades | 120 | 61 | 59 | 120 | 61 | 59 |
Profitability (%) | 48.4979 | 47.8632 | 49.1379 | 48.4979 | 47.8632 | 49.1379 |
Ratio Avg Win / Avg Loss | 2.1439 | 3.0161 | 1.4082 | 2.1107 | 2.5338 | 1.6897 |
Largest Winning Trade | 127145 | 127145 | 22289 | 402280 | 402280 | 225420 |
Largest Losing Trade | -31951 | -14785 | -31951 | -263797 | -232497 | -263797 |
Avg Bars in Trades | 104 | 95 | 112 | 104 | 95 | 112 |
Avg Bars in Winners | 116 | 112 | 121 | 116 | 112 | 121 |
Avg Bars in Losers | 92 | 80 | 104 | 92 | 80 | 104 |
Bars Traded | 24267 | 11184 | 13083 | 24267 | 11184 | 13083 |
Profit Streak | 13.4982 | 13.4982 | 35.1232 | 13.4982 | 13.4982 | 35.1232 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34320 | -116270 | -252703 | 517514 | 397902 | 229375 |
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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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