Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328520.6582 | 237524.845 | 90995.8132 | 1067061.5692 | 801059.9078 | 266001.6614 |
Total P&L (%) | 328.5207 | 237.5248 | 90.9958 | 1067.0616 | 801.0599 | 266.0017 |
Avg Daily Profit (%) | 0.6308 | 0.4561 | 0.1747 | 0.4729 | 0.423 | 0.2494 |
Buy And Hold Return (%) | 77.2332 | 77.2332 | 77.2332 | 77.2332 | 77.2332 | 77.2332 |
Max Trade Drawdown | -76729 | -68338 | -37909 | -304954 | -268544 | -203000 |
Profit Factor | 1.6341 | 1.9355 | 1.3445 | 1.5418 | 1.8199 | 1.268 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Losing Trades | 160 | 81 | 79 | 160 | 81 | 79 |
Profitability (%) | 39.6226 | 39.0977 | 40.1515 | 39.6226 | 39.0977 | 40.1515 |
Ratio Avg Win / Avg Loss | 2.4901 | 3.0149 | 2.004 | 2.3494 | 2.8349 | 1.8901 |
Largest Winning Trade | 76071 | 76071 | 21171 | 184449 | 184449 | 112675 |
Largest Losing Trade | -16796 | -16796 | -14491 | -128007 | -55508 | -128007 |
Avg Bars in Trades | 93 | 96 | 89 | 93 | 96 | 89 |
Avg Bars in Winners | 140 | 136 | 144 | 140 | 136 | 144 |
Avg Bars in Losers | 62 | 71 | 52 | 62 | 71 | 52 |
Bars Traded | 24732 | 12881 | 11851 | 24732 | 12881 | 11851 |
Profit Streak | 3.0133 | 8.7216 | 0 | 3.0133 | 8.7216 | 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 | 289671 | 235839 | -106070 | 312798 | 342219 | 62059 |
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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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