Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245441.2155 | 166531.951 | 78909.2646 | 682792.2417 | 510296.3903 | 172495.8514 |
Total P&L (%) | 245.4412 | 166.532 | 78.9093 | 682.7922 | 510.2964 | 172.4959 |
Avg Daily Profit (%) | 0.4713 | 0.3197 | 0.1515 | 0.3959 | 0.3479 | 0.1927 |
Buy And Hold Return (%) | 60.0368 | 60.0368 | 60.0368 | 60.0368 | 60.0368 | 60.0368 |
Max Trade Drawdown | -34734 | -34488 | -19053 | -82288 | -90558 | -78474 |
Profit Factor | 1.6393 | 1.7356 | 1.5008 | 1.7289 | 1.9439 | 1.4355 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Losing Trades | 121 | 58 | 63 | 121 | 58 | 63 |
Profitability (%) | 45.7399 | 47.7477 | 43.75 | 45.7399 | 47.7477 | 43.75 |
Ratio Avg Win / Avg Loss | 1.9446 | 1.8993 | 1.9296 | 2.051 | 2.1273 | 1.8456 |
Largest Winning Trade | 20337 | 20337 | 15494 | 69561 | 69561 | 44368 |
Largest Losing Trade | -13742 | -13742 | -7607 | -63710 | -63710 | -34053 |
Avg Bars in Trades | 110 | 141 | 80 | 110 | 141 | 80 |
Avg Bars in Winners | 141 | 175 | 104 | 141 | 175 | 104 |
Avg Bars in Losers | 84 | 110 | 61 | 84 | 110 | 61 |
Bars Traded | 24621 | 15659 | 8962 | 24621 | 15659 | 8962 |
Profit Streak | 5.4799 | 12.8965 | 5.4799 | 5.4799 | 12.8965 | 5.4799 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396656 | 287998 | -60900 | 471865 | 445368 | 137107 |
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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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