Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496680.8973 | 402800.6906 | 93880.2067 | 410458.3327 | 260707.5089 | 149750.8238 |
Total P&L (%) | 496.6809 | 402.8007 | 93.8802 | 410.4583 | 260.7075 | 149.7508 |
Avg Daily Profit (%) | 0.2079 | 0.1686 | 0.0393 | 0.0683 | 0.0537 | 0.0383 |
Buy And Hold Return (%) | 90.5783 | 90.5783 | 90.5783 | 90.5783 | 90.5783 | 90.5783 |
Max Trade Drawdown | -101488 | -103806 | -90722 | -217457 | -180339 | -105930 |
Profit Factor | 1.4573 | 1.5695 | 1.2478 | 1.2872 | 1.28 | 1.3008 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 122 | 60 | 62 | 122 | 60 | 62 |
Losing Trades | 124 | 63 | 61 | 124 | 63 | 61 |
Profitability (%) | 49.5935 | 48.7805 | 50.4065 | 49.5935 | 48.7805 | 50.4065 |
Ratio Avg Win / Avg Loss | 1.4812 | 1.648 | 1.2277 | 1.3083 | 1.344 | 1.2798 |
Largest Winning Trade | 77341 | 77341 | 37158 | 112361 | 112361 | 81814 |
Largest Losing Trade | -51078 | -51078 | -22999 | -141531 | -141531 | -76632 |
Avg Bars in Trades | 57 | 94 | 19 | 57 | 94 | 19 |
Avg Bars in Winners | 69 | 118 | 22 | 69 | 118 | 22 |
Avg Bars in Losers | 45 | 71 | 17 | 45 | 71 | 17 |
Bars Traded | 14053 | 11617 | 2436 | 14053 | 11617 | 2436 |
Profit Streak | 31.63 | 63.7966 | 31.63 | 31.63 | 63.7966 | 31.63 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354628 | 311091 | -294431 | -101398 | -124163 | -150174 |
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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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