Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297845.2852 | 217003.091 | 80842.1942 | 828553.0013 | 610534.4824 | 218018.5189 |
Total P&L (%) | 297.8453 | 217.0031 | 80.8422 | 828.553 | 610.5345 | 218.0185 |
Avg Daily Profit (%) | 0.5719 | 0.4166 | 0.1552 | 0.4288 | 0.3772 | 0.2224 |
Buy And Hold Return (%) | 68.8841 | 68.8841 | 68.8841 | 68.8841 | 68.8841 | 68.8841 |
Max Trade Drawdown | -45408 | -52762 | -46563 | -150906 | -152144 | -179519 |
Profit Factor | 1.5251 | 1.776 | 1.2812 | 1.4638 | 1.7051 | 1.2368 |
Total Trades | 376 | 188 | 188 | 376 | 188 | 188 |
Winning Trades | 140 | 72 | 68 | 140 | 72 | 68 |
Losing Trades | 236 | 116 | 120 | 236 | 116 | 120 |
Profitability (%) | 37.234 | 38.2979 | 36.1702 | 37.234 | 38.2979 | 36.1702 |
Ratio Avg Win / Avg Loss | 2.5709 | 2.8613 | 2.2609 | 2.4675 | 2.7472 | 2.1826 |
Largest Winning Trade | 74372 | 74372 | 19161 | 145375 | 145375 | 118202 |
Largest Losing Trade | -11884 | -10236 | -11884 | -99365 | -50526 | -99365 |
Avg Bars in Trades | 65 | 70 | 60 | 65 | 70 | 60 |
Avg Bars in Winners | 109 | 109 | 110 | 109 | 109 | 110 |
Avg Bars in Losers | 39 | 45 | 32 | 39 | 45 | 32 |
Bars Traded | 24587 | 13180 | 11406 | 24587 | 13180 | 11406 |
Profit Streak | 9.0876 | 9.4834 | 9.0876 | 9.0876 | 9.4834 | 9.0876 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340536 | 226140 | -107855 | 367649 | 331272 | 45106 |
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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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