Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614409.2548 | 497826.481 | 116582.7738 | 1116392.4061 | 417973.4449 | 698418.9613 |
Total P&L (%) | 614.4093 | 497.8265 | 116.5828 | 1116.3924 | 417.9734 | 698.419 |
Avg Daily Profit (%) | 0.295 | 0.2391 | 0.056 | 0.12 | 0.079 | 0.0998 |
Buy And Hold Return (%) | 10.5032 | 10.5032 | 10.5032 | 10.5032 | 10.5032 | 10.5032 |
Max Trade Drawdown | -104603 | -67179 | -140084 | -1804497 | -1367651 | -1192162 |
Profit Factor | 1.5193 | 1.8034 | 1.2069 | 1.081 | 1.0541 | 1.1154 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 100 | 47 | 53 | 100 | 47 | 53 |
Losing Trades | 162 | 84 | 78 | 162 | 84 | 78 |
Profitability (%) | 38.1679 | 35.8779 | 40.458 | 38.1679 | 35.8779 | 40.458 |
Ratio Avg Win / Avg Loss | 2.4613 | 3.2232 | 1.7762 | 1.7513 | 1.8839 | 1.6416 |
Largest Winning Trade | 140725 | 140725 | 49798 | 778134 | 778134 | 658111 |
Largest Losing Trade | -38410 | -22152 | -38410 | -402679 | -384779 | -402679 |
Avg Bars in Trades | 92 | 98 | 86 | 92 | 98 | 86 |
Avg Bars in Winners | 142 | 159 | 128 | 142 | 159 | 128 |
Avg Bars in Losers | 61 | 65 | 57 | 61 | 65 | 57 |
Bars Traded | 24247 | 12958 | 11289 | 24247 | 12958 | 11289 |
Profit Streak | 36.8236 | 42.5736 | 0 | 36.8236 | 42.5736 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313150 | 224234 | -121455 | -165306 | -252526 | -155685 |
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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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