Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300786.5399 | 203616.7004 | 97169.8394 | 753051.4661 | 253935.6964 | 499115.7697 |
Total P&L (%) | 300.7865 | 203.6167 | 97.1698 | 753.0515 | 253.9357 | 499.1158 |
Avg Daily Profit (%) | 0.2888 | 0.1955 | 0.0933 | 0.206 | 0.1214 | 0.172 |
Buy And Hold Return (%) | 17.801 | 17.801 | 17.801 | 17.801 | 17.801 | 17.801 |
Max Trade Drawdown | -43690 | -49015 | -50149 | -396827 | -479954 | -181722 |
Profit Factor | 1.5292 | 1.7207 | 1.3399 | 1.301 | 1.1892 | 1.4303 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 128 | 59 | 69 | 128 | 59 | 69 |
Losing Trades | 153 | 81 | 72 | 153 | 81 | 72 |
Profitability (%) | 45.5516 | 42.1429 | 48.9362 | 45.5516 | 42.1429 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.8279 | 2.3623 | 1.3982 | 1.5551 | 1.6327 | 1.4925 |
Largest Winning Trade | 62149 | 62149 | 27239 | 220750 | 178213 | 220750 |
Largest Losing Trade | -23800 | -18976 | -23800 | -189351 | -189351 | -113279 |
Avg Bars in Trades | 88 | 84 | 92 | 88 | 84 | 92 |
Avg Bars in Winners | 122 | 115 | 127 | 122 | 115 | 127 |
Avg Bars in Losers | 60 | 61 | 59 | 60 | 61 | 59 |
Bars Traded | 24850 | 11784 | 13066 | 24850 | 11784 | 13066 |
Profit Streak | 0.2406 | 0 | 5.8239 | 0.2406 | 0 | 5.8239 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 252501 | 273775 | -68550 | 191834 | -45418 | 318232 |
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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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