Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 811795.0311 | 786948.3983 | 24846.6328 | 241761.4649 | 221334.6781 | 20426.7868 |
Total P&L (%) | 811.795 | 786.9484 | 24.8466 | 241.7615 | 221.3347 | 20.4268 |
Avg Daily Profit (%) | 0.4407 | 0.4272 | 0.0135 | 0.0667 | 0.0634 | 0.0101 |
Buy And Hold Return (%) | 135.5152 | 135.5152 | 135.5152 | 135.5152 | 135.5152 | 135.5152 |
Max Trade Drawdown | -102610 | -77118 | -78496 | -754720 | -591472 | -469895 |
Profit Factor | 1.8871 | 2.7145 | 1.0545 | 1.0749 | 1.1285 | 1.0136 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 112 | 55 | 57 | 112 | 55 | 57 |
Losing Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Profitability (%) | 47.6596 | 46.6102 | 48.7179 | 47.6596 | 46.6102 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.0724 | 3.1093 | 1.11 | 1.1805 | 1.2927 | 1.0669 |
Largest Winning Trade | 681451 | 681451 | 47538 | 202030 | 202030 | 155362 |
Largest Losing Trade | -56152 | -19980 | -56152 | -277221 | -160886 | -277221 |
Avg Bars in Trades | 46 | 45 | 47 | 46 | 45 | 47 |
Avg Bars in Winners | 54 | 53 | 56 | 54 | 53 | 56 |
Avg Bars in Losers | 38 | 37 | 39 | 38 | 37 | 39 |
Bars Traded | 10893 | 5321 | 5572 | 10893 | 5321 | 5572 |
Profit Streak | 0 | 0 | 35.8636 | 0 | 0 | 35.8636 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479647 | 460956 | -500513 | -249936 | -198330 | -550024 |
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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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