Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407996.2963 | 356281.3264 | 51714.97 | 505736.9698 | 350297.7139 | 155439.2559 |
Total P&L (%) | 407.9963 | 356.2813 | 51.715 | 505.737 | 350.2977 | 155.4393 |
Avg Daily Profit (%) | 0.3917 | 0.342 | 0.0496 | 0.1731 | 0.1446 | 0.0901 |
Buy And Hold Return (%) | 122.102 | 122.102 | 122.102 | 122.102 | 122.102 | 122.102 |
Max Trade Drawdown | -122856 | -97320 | -81198 | -1570035 | -1252702 | -919564 |
Profit Factor | 1.9301 | 2.652 | 1.2319 | 1.1051 | 1.1432 | 1.0657 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 66 | 28 | 38 | 66 | 28 | 38 |
Losing Trades | 65 | 38 | 27 | 65 | 38 | 27 |
Profitability (%) | 50.3817 | 42.4242 | 58.4615 | 50.3817 | 42.4242 | 58.4615 |
Ratio Avg Win / Avg Loss | 1.9009 | 3.5991 | 0.8753 | 1.0884 | 1.5514 | 0.7572 |
Largest Winning Trade | 284834 | 284834 | 25959 | 878194 | 878194 | 326084 |
Largest Losing Trade | -24503 | -19428 | -24503 | -364089 | -364089 | -304328 |
Avg Bars in Trades | 186 | 178 | 193 | 186 | 178 | 193 |
Avg Bars in Winners | 255 | 265 | 248 | 255 | 265 | 248 |
Avg Bars in Losers | 115 | 115 | 116 | 115 | 115 | 116 |
Bars Traded | 24380 | 11803 | 12577 | 24380 | 11803 | 12577 |
Profit Streak | 12.8584 | 12.8584 | 17.15 | 12.8584 | 12.8584 | 17.15 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434907 | -115613 | -423904 | -97243 | -191537 | -432972 |
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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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