Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341250.4892 | 274435.1259 | 66815.3633 | 382111.1467 | 213835.4356 | 168275.7111 |
Total P&L (%) | 341.2505 | 274.4351 | 66.8154 | 382.1111 | 213.8354 | 168.2757 |
Avg Daily Profit (%) | 0.6552 | 0.5269 | 0.1283 | 0.3025 | 0.2198 | 0.1897 |
Buy And Hold Return (%) | 25.2087 | 25.2087 | 25.2087 | 25.2087 | 25.2087 | 25.2087 |
Max Trade Drawdown | -48302 | -60885 | -19516 | -204691 | -253499 | -80429 |
Profit Factor | 2.1539 | 2.6552 | 1.5143 | 1.3646 | 1.3602 | 1.3704 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 121 | 65 | 56 | 121 | 65 | 56 |
Profitability (%) | 30.4598 | 25.2874 | 35.6322 | 30.4598 | 25.2874 | 35.6322 |
Ratio Avg Win / Avg Loss | 4.9175 | 7.845 | 2.7354 | 3.1155 | 4.0189 | 2.4756 |
Largest Winning Trade | 282765 | 282765 | 24406 | 334176 | 334176 | 99292 |
Largest Losing Trade | -11942 | -11942 | -6753 | -59513 | -59513 | -27318 |
Avg Bars in Trades | 140 | 130 | 150 | 140 | 130 | 150 |
Avg Bars in Winners | 335 | 328 | 339 | 335 | 328 | 339 |
Avg Bars in Losers | 55 | 63 | 45 | 55 | 63 | 45 |
Bars Traded | 24437 | 11369 | 13068 | 24437 | 11369 | 13068 |
Profit Streak | 0 | 8.7445 | 0 | 0 | 8.7445 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300695 | -13289 | -29153 | 101899 | -19415 | 88689 |
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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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