Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294666.5364 | 217118.3406 | 77548.1958 | 798446.7299 | 561779.5652 | 236667.1648 |
Total P&L (%) | 294.6665 | 217.1183 | 77.5482 | 798.4467 | 561.7796 | 236.6672 |
Avg Daily Profit (%) | 0.5658 | 0.4169 | 0.1489 | 0.4224 | 0.3635 | 0.2333 |
Buy And Hold Return (%) | 73.464 | 73.464 | 73.464 | 73.464 | 73.464 | 73.464 |
Max Trade Drawdown | -77179 | -67259 | -63541 | -211467 | -185691 | -129886 |
Profit Factor | 1.6294 | 1.9392 | 1.3272 | 1.633 | 1.8552 | 1.3915 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Losing Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Profitability (%) | 45.8515 | 46.087 | 45.614 | 45.8515 | 46.087 | 45.614 |
Ratio Avg Win / Avg Loss | 1.9243 | 2.2685 | 1.5825 | 1.9284 | 2.1702 | 1.6591 |
Largest Winning Trade | 65937 | 65937 | 20113 | 127310 | 127310 | 53587 |
Largest Losing Trade | -22193 | -22193 | -18097 | -86834 | -66913 | -86834 |
Avg Bars in Trades | 107 | 112 | 102 | 107 | 112 | 102 |
Avg Bars in Winners | 136 | 132 | 139 | 136 | 132 | 139 |
Avg Bars in Losers | 83 | 95 | 71 | 83 | 95 | 71 |
Bars Traded | 24636 | 12951 | 11685 | 24636 | 12951 | 11685 |
Profit Streak | 4.2362 | 9.5487 | 0 | 4.2362 | 9.5487 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382905 | 315951 | -143927 | 433694 | 422116 | 151935 |
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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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