Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422641.4488 | 320946.6188 | 101694.83 | 953146.0724 | 749740.3685 | 203405.7039 |
Total P&L (%) | 422.6414 | 320.9466 | 101.6948 | 953.1461 | 749.7404 | 203.4057 |
Avg Daily Profit (%) | 0.3462 | 0.2629 | 0.0833 | 0.1931 | 0.1754 | 0.091 |
Buy And Hold Return (%) | 54.6488 | 54.6488 | 54.6488 | 54.6488 | 54.6488 | 54.6488 |
Max Trade Drawdown | -62911 | -52467 | -98482 | -282151 | -274241 | -394555 |
Profit Factor | 1.4184 | 1.675 | 1.1902 | 1.2719 | 1.4688 | 1.1067 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 133 | 69 | 64 | 133 | 69 | 64 |
Losing Trades | 138 | 67 | 71 | 138 | 67 | 71 |
Profitability (%) | 49.0775 | 50.7353 | 47.4074 | 49.0775 | 50.7353 | 47.4074 |
Ratio Avg Win / Avg Loss | 1.4717 | 1.6264 | 1.3203 | 1.3197 | 1.4262 | 1.2278 |
Largest Winning Trade | 62344 | 62344 | 24712 | 157142 | 115235 | 157142 |
Largest Losing Trade | -32433 | -26642 | -32433 | -115353 | -88034 | -115353 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Losers | 11 | 13 | 10 | 11 | 13 | 10 |
Bars Traded | 3599 | 1839 | 1760 | 3599 | 1839 | 1760 |
Profit Streak | 2.7019 | 12.7019 | 0 | 2.7019 | 12.7019 | 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 | 345133 | 426318 | -101808 | 280785 | 367368 | -178046 |
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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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