Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299476.8081 | 246192.841 | 53283.9671 | 647778.979 | 469774.3464 | 178004.6326 |
Total P&L (%) | 299.4768 | 246.1928 | 53.284 | 647.779 | 469.7743 | 178.0046 |
Avg Daily Profit (%) | 0.1997 | 0.1641 | 0.0355 | 0.1342 | 0.1161 | 0.0682 |
Buy And Hold Return (%) | 84.8622 | 84.8622 | 84.8622 | 84.8622 | 84.8622 | 84.8622 |
Max Trade Drawdown | -106148 | -94662 | -34348 | -1371172 | -1312404 | -317426 |
Profit Factor | 1.5775 | 1.6438 | 1.3914 | 1.156 | 1.1463 | 1.1888 |
Total Trades | 390 | 195 | 195 | 390 | 195 | 195 |
Winning Trades | 294 | 164 | 130 | 294 | 164 | 130 |
Losing Trades | 96 | 31 | 65 | 96 | 31 | 65 |
Profitability (%) | 75.3846 | 84.1026 | 66.6667 | 75.3846 | 84.1026 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.5151 | 0.3107 | 0.6957 | 0.3775 | 0.2167 | 0.5944 |
Largest Winning Trade | 20865 | 20865 | 12878 | 302408 | 302408 | 91248 |
Largest Losing Trade | -52634 | -52634 | -28469 | -616071 | -616071 | -265789 |
Avg Bars in Trades | 45 | 85 | 4 | 45 | 85 | 4 |
Avg Bars in Winners | 25 | 43 | 2 | 25 | 43 | 2 |
Avg Bars in Losers | 105 | 308 | 9 | 105 | 308 | 9 |
Bars Traded | 17694 | 16761 | 933 | 17694 | 16761 | 933 |
Profit Streak | 613.9459 | 614.1959 | 613.9459 | 613.9459 | 614.1959 | 613.9459 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409604 | 362327 | -308757 | -57786 | -94667 | -119116 |
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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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