Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 738023.9216 | 705412.466 | 32611.4555 | 1167764.6788 | 987574.7088 | 180189.97 |
Total P&L (%) | 738.0239 | 705.4125 | 32.6115 | 1167.7647 | 987.5747 | 180.19 |
Avg Daily Profit (%) | 0.3104 | 0.2966 | 0.0137 | 0.1069 | 0.1004 | 0.0433 |
Buy And Hold Return (%) | 320.3166 | 320.3166 | 320.3166 | 320.3166 | 320.3166 | 320.3166 |
Max Trade Drawdown | -143720 | -126666 | -142649 | -1350657 | -1252563 | -723481 |
Profit Factor | 1.5851 | 2.0475 | 1.0555 | 1.148 | 1.2117 | 1.0559 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 168 | 85 | 83 | 168 | 85 | 83 |
Losing Trades | 136 | 67 | 69 | 136 | 67 | 69 |
Profitability (%) | 55.2632 | 55.9211 | 54.6053 | 55.2632 | 55.9211 | 54.6053 |
Ratio Avg Win / Avg Loss | 1.2831 | 1.6139 | 0.8774 | 0.9293 | 0.9551 | 0.8778 |
Largest Winning Trade | 259970 | 259970 | 60538 | 648164 | 648164 | 236054 |
Largest Losing Trade | -45681 | -45681 | -29872 | -259714 | -259714 | -250520 |
Avg Bars in Trades | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Winners | 23 | 22 | 23 | 23 | 22 | 23 |
Avg Bars in Losers | 22 | 25 | 18 | 22 | 25 | 18 |
Bars Traded | 6882 | 3641 | 3241 | 6882 | 3641 | 3241 |
Profit Streak | 0 | 0 | 28.7295 | 0 | 0 | 28.7295 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305814 | 306045 | -498904 | -109285 | -62384 | -458954 |
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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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