Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 786636.0678 | 706276.9684 | 80359.0994 | 813824.9886 | 581595.8166 | 232229.172 |
Total P&L (%) | 786.6361 | 706.277 | 80.3591 | 813.825 | 581.5958 | 232.2292 |
Avg Daily Profit (%) | 0.4198 | 0.3769 | 0.0429 | 0.1181 | 0.1025 | 0.0641 |
Buy And Hold Return (%) | 293.6752 | 293.6752 | 293.6752 | 293.6752 | 293.6752 | 293.6752 |
Max Trade Drawdown | -134158 | -55697 | -222822 | -392640 | -319404 | -301377 |
Profit Factor | 1.7501 | 2.561 | 1.1348 | 1.3013 | 1.4882 | 1.1539 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 103 | 48 | 55 | 103 | 48 | 55 |
Losing Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Profitability (%) | 50.4902 | 47.0588 | 53.9216 | 50.4902 | 47.0588 | 53.9216 |
Ratio Avg Win / Avg Loss | 1.7161 | 2.8811 | 0.9697 | 1.2761 | 1.6743 | 0.986 |
Largest Winning Trade | 135755 | 135755 | 52396 | 370187 | 245038 | 370187 |
Largest Losing Trade | -92196 | -29396 | -92196 | -215289 | -89661 | -215289 |
Avg Bars in Trades | 108 | 91 | 125 | 108 | 91 | 125 |
Avg Bars in Winners | 128 | 100 | 152 | 128 | 100 | 152 |
Avg Bars in Losers | 88 | 82 | 95 | 88 | 82 | 95 |
Bars Traded | 22126 | 9290 | 12836 | 22126 | 9290 | 12836 |
Profit Streak | 22.5203 | 41.1036 | 22.5203 | 22.5203 | 41.1036 | 22.5203 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447658 | 352967 | -374568 | -35499 | -60873 | -325312 |
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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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