Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240976.9511 | 205841.3423 | 35135.6088 | 148083.0779 | 103244.4519 | 44838.626 |
Total P&L (%) | 240.977 | 205.8413 | 35.1356 | 148.0831 | 103.2445 | 44.8386 |
Avg Daily Profit (%) | 0.1607 | 0.1372 | 0.0234 | 0.0606 | 0.0473 | 0.0247 |
Buy And Hold Return (%) | 68.8958 | 68.8958 | 68.8958 | 68.8958 | 68.8958 | 68.8958 |
Max Trade Drawdown | -90742 | -59416 | -121680 | -138972 | -102160 | -115863 |
Profit Factor | 1.2453 | 1.4707 | 1.0645 | 1.1105 | 1.1574 | 1.0656 |
Total Trades | 466 | 233 | 233 | 466 | 233 | 233 |
Winning Trades | 348 | 177 | 171 | 348 | 177 | 171 |
Losing Trades | 118 | 56 | 62 | 118 | 56 | 62 |
Profitability (%) | 74.6781 | 75.9657 | 73.3906 | 74.6781 | 75.9657 | 73.3906 |
Ratio Avg Win / Avg Loss | 0.4223 | 0.4653 | 0.3859 | 0.3766 | 0.3662 | 0.3863 |
Largest Winning Trade | 25802 | 25802 | 19436 | 18433 | 18433 | 16413 |
Largest Losing Trade | -41669 | -41669 | -35920 | -90173 | -90173 | -42868 |
Avg Bars in Trades | 37 | 34 | 41 | 37 | 34 | 41 |
Avg Bars in Winners | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Losers | 84 | 76 | 92 | 84 | 76 | 92 |
Bars Traded | 17622 | 7995 | 9627 | 17622 | 7995 | 9627 |
Profit Streak | 597.2184 | 597.2184 | 608.1351 | 597.2184 | 597.2184 | 608.1351 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348005 | -8884 | -473572 | -211568 | -184884 | -470661 |
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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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