Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347722.2104 | 310929.8607 | 36792.3497 | 804540.9505 | 758217.2418 | 46323.7087 |
Total P&L (%) | 347.7222 | 310.9299 | 36.7924 | 804.541 | 758.2172 | 46.3237 |
Avg Daily Profit (%) | 0.4418 | 0.395 | 0.0467 | 0.2802 | 0.2735 | 0.0484 |
Buy And Hold Return (%) | 310.446 | 310.446 | 310.446 | 310.446 | 310.446 | 310.446 |
Max Trade Drawdown | -56628 | -42792 | -78953 | -317934 | -107448 | -399896 |
Profit Factor | 1.374 | 1.7757 | 1.0696 | 1.3171 | 1.7478 | 1.0304 |
Total Trades | 393 | 197 | 196 | 393 | 197 | 196 |
Winning Trades | 179 | 94 | 85 | 179 | 94 | 85 |
Losing Trades | 214 | 103 | 111 | 214 | 103 | 111 |
Profitability (%) | 45.5471 | 47.7157 | 43.3673 | 45.5471 | 47.7157 | 43.3673 |
Ratio Avg Win / Avg Loss | 1.6427 | 1.9458 | 1.3967 | 1.5746 | 1.9151 | 1.3456 |
Largest Winning Trade | 36628 | 36628 | 29794 | 233038 | 233038 | 162557 |
Largest Losing Trade | -21831 | -14309 | -21831 | -168415 | -107448 | -168415 |
Avg Bars in Trades | 47 | 48 | 47 | 47 | 48 | 47 |
Avg Bars in Winners | 60 | 58 | 61 | 60 | 58 | 61 |
Avg Bars in Losers | 37 | 39 | 35 | 37 | 39 | 35 |
Bars Traded | 18757 | 9543 | 9214 | 18757 | 9543 | 9214 |
Profit Streak | 278.1628 | 279.4544 | 278.1628 | 278.1628 | 279.4544 | 278.1628 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115414 | -152080 | -441779 | 295940 | 309457 | -482679 |
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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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