Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433007.1977 | 384940.3246 | 48066.8731 | 681837.0871 | 450064.936 | 231772.1512 |
Total P&L (%) | 433.0072 | 384.9403 | 48.0669 | 681.8371 | 450.0649 | 231.7722 |
Avg Daily Profit (%) | 0.2356 | 0.2095 | 0.0262 | 0.112 | 0.0928 | 0.0653 |
Buy And Hold Return (%) | 52.7368 | 52.7368 | 52.7368 | 52.7368 | 52.7368 | 52.7368 |
Max Trade Drawdown | -119725 | -120043 | -26437 | -1340565 | -1232727 | -153866 |
Profit Factor | 1.7401 | 1.8298 | 1.3967 | 1.1484 | 1.1153 | 1.3358 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 178 | 96 | 82 | 178 | 96 | 82 |
Losing Trades | 49 | 17 | 32 | 49 | 17 | 32 |
Profitability (%) | 78.4141 | 84.9558 | 71.9298 | 78.4141 | 84.9558 | 71.9298 |
Ratio Avg Win / Avg Loss | 0.479 | 0.324 | 0.545 | 0.3161 | 0.1975 | 0.5213 |
Largest Winning Trade | 47632 | 47632 | 7095 | 279092 | 279092 | 64825 |
Largest Losing Trade | -68392 | -68392 | -18154 | -1231027 | -1231027 | -101897 |
Avg Bars in Trades | 91 | 177 | 6 | 91 | 177 | 6 |
Avg Bars in Winners | 43 | 76 | 3 | 43 | 76 | 3 |
Avg Bars in Losers | 266 | 744 | 12 | 266 | 744 | 12 |
Bars Traded | 20752 | 20038 | 714 | 20752 | 20038 | 714 |
Profit Streak | 81.212 | 143.462 | 81.212 | 81.212 | 143.462 | 81.212 |
Trades During Streak | 14 | 10 | 7 | 14 | 10 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540697 | 516994 | -320004 | -95503 | -158504 | -104304 |
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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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