Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266836.2165 | 173319.1483 | 93517.0682 | 670723.9009 | 407788.5811 | 262935.3197 |
Total P&L (%) | 266.8362 | 173.3191 | 93.5171 | 670.7239 | 407.7886 | 262.9353 |
Avg Daily Profit (%) | 0.5123 | 0.3328 | 0.1796 | 0.3929 | 0.3125 | 0.2478 |
Buy And Hold Return (%) | 25.8407 | 25.8407 | 25.8407 | 25.8407 | 25.8407 | 25.8407 |
Max Trade Drawdown | -34441 | -29340 | -48349 | -109748 | -121231 | -109311 |
Profit Factor | 1.675 | 1.8517 | 1.4875 | 1.5646 | 1.623 | 1.493 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Losing Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Profitability (%) | 41.0345 | 41.3793 | 40.6897 | 41.0345 | 41.3793 | 40.6897 |
Ratio Avg Win / Avg Loss | 2.4069 | 2.6232 | 2.1683 | 2.2483 | 2.2992 | 2.1762 |
Largest Winning Trade | 76763 | 76763 | 30218 | 141240 | 141240 | 98153 |
Largest Losing Trade | -13153 | -13153 | -8170 | -75382 | -75382 | -28045 |
Avg Bars in Trades | 85 | 53 | 117 | 85 | 53 | 117 |
Avg Bars in Winners | 140 | 79 | 202 | 140 | 79 | 202 |
Avg Bars in Losers | 46 | 34 | 58 | 46 | 34 | 58 |
Bars Traded | 24705 | 7723 | 16982 | 24705 | 7723 | 16982 |
Profit Streak | 1.324 | 2.3449 | 1.324 | 1.324 | 2.3449 | 1.324 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311307 | 224065 | 7432 | 276551 | 208953 | 121821 |
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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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