Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745301.951 | 720372.8501 | 24929.1008 | 815321.7429 | 1282866.8704 | -467545.1275 |
Total P&L (%) | 745.302 | 720.3729 | 24.9291 | 815.3217 | 1282.8669 | -467.5451 |
Avg Daily Profit (%) | 0.409 | 0.3953 | 0.0137 | 0.1216 | 0.1443 | 0 |
Buy And Hold Return (%) | 242.5705 | 242.5705 | 242.5705 | 242.5705 | 242.5705 | 242.5705 |
Max Trade Drawdown | -88935 | -75696 | -59450 | -1371011 | -855129 | -888789 |
Profit Factor | 1.9509 | 2.8416 | 1.0635 | 1.1442 | 1.4836 | 0.8442 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 122 | 62 | 60 | 122 | 62 | 60 |
Profitability (%) | 40.4878 | 39.8058 | 41.1765 | 40.4878 | 39.8058 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.8676 | 4.297 | 1.5193 | 1.6818 | 2.2434 | 1.2061 |
Largest Winning Trade | 292246 | 292246 | 78906 | 1064765 | 1064765 | 465141 |
Largest Losing Trade | -29511 | -29511 | -25256 | -399921 | -399921 | -319943 |
Avg Bars in Trades | 105 | 103 | 106 | 105 | 103 | 106 |
Avg Bars in Winners | 170 | 171 | 169 | 170 | 171 | 169 |
Avg Bars in Losers | 60 | 58 | 62 | 60 | 58 | 62 |
Bars Traded | 21526 | 10636 | 10890 | 21526 | 10636 | 10890 |
Profit Streak | 31.6539 | 56.1539 | 0 | 31.6539 | 56.1539 | 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 | 302304 | 314308 | -493625 | -95975 | -2140 | -582825 |
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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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