Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516972.1657 | 456321.7177 | 60650.448 | 798542.8048 | 516463.2911 | 282079.5137 |
Total P&L (%) | 516.9722 | 456.3217 | 60.6504 | 798.5428 | 516.4633 | 282.0795 |
Avg Daily Profit (%) | 0.2806 | 0.2477 | 0.0329 | 0.1192 | 0.0988 | 0.0728 |
Buy And Hold Return (%) | 134.6857 | 134.6857 | 134.6857 | 134.6857 | 134.6857 | 134.6857 |
Max Trade Drawdown | -102976 | -91695 | -117277 | -398183 | -214987 | -351617 |
Profit Factor | 1.5946 | 2.1141 | 1.1319 | 1.4246 | 1.5428 | 1.3036 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 97 | 43 | 54 | 97 | 43 | 54 |
Losing Trades | 114 | 62 | 52 | 114 | 62 | 52 |
Profitability (%) | 45.9716 | 40.9524 | 50.9434 | 45.9716 | 40.9524 | 50.9434 |
Ratio Avg Win / Avg Loss | 1.874 | 3.0483 | 1.09 | 1.6743 | 2.2245 | 1.2554 |
Largest Winning Trade | 144679 | 144679 | 52401 | 328885 | 328885 | 102237 |
Largest Losing Trade | -38893 | -34180 | -38893 | -116453 | -92446 | -116453 |
Avg Bars in Trades | 34 | 35 | 32 | 34 | 35 | 32 |
Avg Bars in Winners | 41 | 46 | 38 | 41 | 46 | 38 |
Avg Bars in Losers | 27 | 28 | 26 | 27 | 28 | 26 |
Bars Traded | 7208 | 3760 | 3448 | 7208 | 3760 | 3448 |
Profit Streak | 11.5397 | 0 | 68.7897 | 11.5397 | 0 | 68.7897 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342895 | 197629 | -388875 | -31997 | -64187 | -100638 |
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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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