Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265749.5331 | 203097.9054 | 62651.6277 | 483233.1999 | 305291.0708 | 177942.1291 |
Total P&L (%) | 265.7495 | 203.0979 | 62.6516 | 483.2332 | 305.2911 | 177.9421 |
Avg Daily Profit (%) | 0.5102 | 0.39 | 0.1203 | 0.3392 | 0.2691 | 0.1965 |
Buy And Hold Return (%) | 74.4228 | 74.4228 | 74.4228 | 74.4228 | 74.4228 | 74.4228 |
Max Trade Drawdown | -75242 | -54188 | -44610 | -220214 | -240432 | -214276 |
Profit Factor | 1.3748 | 1.5541 | 1.1829 | 1.2015 | 1.2403 | 1.1577 |
Total Trades | 431 | 215 | 216 | 431 | 215 | 216 |
Winning Trades | 211 | 102 | 109 | 211 | 102 | 109 |
Losing Trades | 220 | 113 | 107 | 220 | 113 | 107 |
Profitability (%) | 48.9559 | 47.4419 | 50.463 | 48.9559 | 47.4419 | 50.463 |
Ratio Avg Win / Avg Loss | 1.4334 | 1.7217 | 1.1612 | 1.2527 | 1.3741 | 1.1365 |
Largest Winning Trade | 91662 | 91662 | 18264 | 147474 | 147474 | 67790 |
Largest Losing Trade | -21839 | -20896 | -21839 | -59124 | -59124 | -55313 |
Avg Bars in Trades | 57 | 57 | 56 | 57 | 57 | 56 |
Avg Bars in Winners | 65 | 64 | 66 | 65 | 64 | 66 |
Avg Bars in Losers | 49 | 51 | 47 | 49 | 51 | 47 |
Bars Traded | 24640 | 12376 | 12264 | 24640 | 12376 | 12264 |
Profit Streak | 6.9828 | 13.7119 | 6.9828 | 6.9828 | 13.7119 | 6.9828 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383100 | 329207 | -216796 | 373901 | 226917 | -42958 |
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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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