Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394697.5291 | 346383.2148 | 48314.3144 | 293824.6381 | 950550.9446 | -656726.3065 |
Total P&L (%) | 394.6975 | 346.3832 | 48.3143 | 293.8246 | 950.5509 | -656.7263 |
Avg Daily Profit (%) | 0.2796 | 0.2453 | 0.0342 | 0.0971 | 0.1667 | 0 |
Buy And Hold Return (%) | 114.2407 | 114.2407 | 114.2407 | 114.2407 | 114.2407 | 114.2407 |
Max Trade Drawdown | -197837 | -98502 | -131775 | -2279841 | -980731 | -1528747 |
Profit Factor | 1.3098 | 1.4842 | 1.0865 | 1.0371 | 1.2147 | 0.8121 |
Total Trades | 373 | 186 | 187 | 373 | 186 | 187 |
Winning Trades | 204 | 100 | 104 | 204 | 100 | 104 |
Losing Trades | 169 | 86 | 83 | 169 | 86 | 83 |
Profitability (%) | 54.6917 | 53.7634 | 55.615 | 54.6917 | 53.7634 | 55.615 |
Ratio Avg Win / Avg Loss | 1.0851 | 1.2765 | 0.8671 | 0.8592 | 1.0446 | 0.6481 |
Largest Winning Trade | 51157 | 51157 | 29033 | 645432 | 645432 | 109303 |
Largest Losing Trade | -48273 | -48273 | -35954 | -826630 | -420003 | -826630 |
Avg Bars in Trades | 22 | 27 | 17 | 22 | 27 | 17 |
Avg Bars in Winners | 22 | 27 | 17 | 22 | 27 | 17 |
Avg Bars in Losers | 22 | 27 | 16 | 22 | 27 | 16 |
Bars Traded | 8348 | 5145 | 3203 | 8348 | 5145 | 3203 |
Profit Streak | 477.7266 | 477.7266 | 477.8933 | 477.7266 | 477.7266 | 477.8933 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356791 | 284556 | -437658 | -244007 | 327037 | -578387 |
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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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