Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478465.4717 | 447729.3889 | 30736.0828 | 279797.0707 | 4936.9514 | 274860.1193 |
Total P&L (%) | 478.4655 | 447.7294 | 30.7361 | 279.7971 | 4.937 | 274.8601 |
Avg Daily Profit (%) | 0.2589 | 0.2423 | 0.0166 | 0.0722 | 0.0026 | 0.0715 |
Buy And Hold Return (%) | 58.6923 | 58.6923 | 58.6923 | 58.6923 | 58.6923 | 58.6923 |
Max Trade Drawdown | -133419 | -105486 | -115209 | -780849 | -722070 | -449489 |
Profit Factor | 1.534 | 2.0261 | 1.0669 | 1.064 | 1.0021 | 1.1366 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Losing Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Profitability (%) | 44.2922 | 42.7273 | 45.8716 | 44.2922 | 42.7273 | 45.8716 |
Ratio Avg Win / Avg Loss | 1.9293 | 2.7158 | 1.2589 | 1.3382 | 1.3432 | 1.3412 |
Largest Winning Trade | 178238 | 178238 | 66249 | 391136 | 391136 | 371231 |
Largest Losing Trade | -39257 | -20120 | -39257 | -176931 | -169758 | -176931 |
Avg Bars in Trades | 32 | 26 | 39 | 32 | 26 | 39 |
Avg Bars in Winners | 39 | 31 | 46 | 39 | 31 | 46 |
Avg Bars in Losers | 27 | 22 | 33 | 27 | 22 | 33 |
Bars Traded | 7176 | 2883 | 4293 | 7176 | 2883 | 4293 |
Profit Streak | 11.0444 | 11.0444 | 12.7944 | 11.0444 | 11.0444 | 12.7944 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387710 | 347824 | -484643 | -248140 | -575505 | -170529 |
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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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