Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286363.7516 | 230639.6857 | 55724.0658 | 595900.1614 | 333671.7061 | 262228.4553 |
Total P&L (%) | 286.3638 | 230.6397 | 55.7241 | 595.9002 | 333.6717 | 262.2285 |
Avg Daily Profit (%) | 0.1909 | 0.1538 | 0.0371 | 0.1294 | 0.0979 | 0.0858 |
Buy And Hold Return (%) | 80.0121 | 80.0121 | 80.0121 | 80.0121 | 80.0121 | 80.0121 |
Max Trade Drawdown | -61337 | -62820 | -53460 | -299518 | -336580 | -171279 |
Profit Factor | 1.5038 | 1.6747 | 1.2459 | 1.2877 | 1.2325 | 1.4122 |
Total Trades | 483 | 241 | 242 | 483 | 241 | 242 |
Winning Trades | 408 | 215 | 193 | 408 | 215 | 193 |
Losing Trades | 75 | 26 | 49 | 75 | 26 | 49 |
Profitability (%) | 84.4721 | 89.2116 | 79.7521 | 84.4721 | 89.2116 | 79.7521 |
Ratio Avg Win / Avg Loss | 0.2764 | 0.2025 | 0.3163 | 0.2367 | 0.149 | 0.3585 |
Largest Winning Trade | 20075 | 20075 | 9159 | 63194 | 63194 | 40144 |
Largest Losing Trade | -46136 | -46136 | -33847 | -198948 | -198948 | -120638 |
Avg Bars in Trades | 36 | 60 | 12 | 36 | 60 | 12 |
Avg Bars in Winners | 15 | 24 | 4 | 15 | 24 | 4 |
Avg Bars in Losers | 151 | 355 | 42 | 151 | 355 | 42 |
Bars Traded | 17540 | 14507 | 3033 | 17540 | 14507 | 3033 |
Profit Streak | 616.6432 | 0 | 681.7265 | 616.6432 | 0 | 681.7265 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448447 | 366222 | -304724 | -13641 | -60630 | -75868 |
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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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