Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383472.5716 | 363961.7418 | 19510.8298 | 186527.6241 | 249488.549 | -62960.9249 |
Total P&L (%) | 383.4726 | 363.9617 | 19.5108 | 186.5276 | 249.4885 | -62.9609 |
Avg Daily Profit (%) | 0.3681 | 0.3494 | 0.0187 | 0.1011 | 0.1202 | -0.0953 |
Buy And Hold Return (%) | 128.6262 | 128.6262 | 128.6262 | 128.6262 | 128.6262 | 128.6262 |
Max Trade Drawdown | -118446 | -84746 | -54203 | -317528 | -206711 | -184914 |
Profit Factor | 1.684 | 2.0944 | 1.0855 | 1.1505 | 1.3571 | 0.8836 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Losing Trades | 107 | 57 | 50 | 107 | 57 | 50 |
Profitability (%) | 44.8454 | 41.2371 | 48.4536 | 44.8454 | 41.2371 | 48.4536 |
Ratio Avg Win / Avg Loss | 2.0711 | 2.9845 | 1.1548 | 1.415 | 1.9339 | 0.94 |
Largest Winning Trade | 338267 | 338267 | 16048 | 209219 | 209219 | 42284 |
Largest Losing Trade | -30316 | -30316 | -13537 | -125501 | -125501 | -38290 |
Avg Bars in Trades | 125 | 200 | 51 | 125 | 200 | 51 |
Avg Bars in Winners | 181 | 326 | 58 | 181 | 326 | 58 |
Avg Bars in Losers | 80 | 111 | 44 | 80 | 111 | 44 |
Bars Traded | 24369 | 19403 | 4966 | 24369 | 19403 | 4966 |
Profit Streak | 37.4688 | 90.9271 | 37.4688 | 37.4688 | 90.9271 | 37.4688 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328360 | 261907 | -460392 | -138730 | -40633 | -581130 |
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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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