Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388999.3994 | 292603.0981 | 96396.3013 | 758019.6915 | 592010.8664 | 166008.8251 |
Total P&L (%) | 388.9994 | 292.6031 | 96.3963 | 758.0197 | 592.0109 | 166.0088 |
Avg Daily Profit (%) | 0.3196 | 0.2404 | 0.0792 | 0.1767 | 0.159 | 0.0804 |
Buy And Hold Return (%) | 11.5488 | 11.5488 | 11.5488 | 11.5488 | 11.5488 | 11.5488 |
Max Trade Drawdown | -83436 | -51883 | -102052 | -336505 | -286917 | -445494 |
Profit Factor | 1.4049 | 1.6621 | 1.1858 | 1.207 | 1.3517 | 1.0839 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Losing Trades | 140 | 69 | 71 | 140 | 69 | 71 |
Profitability (%) | 47.1698 | 47.7273 | 46.6165 | 47.1698 | 47.7273 | 46.6165 |
Ratio Avg Win / Avg Loss | 1.5734 | 1.8204 | 1.3579 | 1.3518 | 1.4804 | 1.2412 |
Largest Winning Trade | 65985 | 65985 | 23213 | 159010 | 159010 | 130366 |
Largest Losing Trade | -28722 | -28481 | -28722 | -156505 | -99192 | -156505 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 15 | 13 | 17 | 15 | 13 | 17 |
Avg Bars in Losers | 11 | 11 | 12 | 11 | 11 | 12 |
Bars Traded | 3537 | 1617 | 1920 | 3537 | 1617 | 1920 |
Profit Streak | 9.2726 | 0 | 12.9393 | 9.2726 | 0 | 12.9393 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421520 | 370948 | -104031 | 309044 | 261972 | -214464 |
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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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