Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305595.853 | 253826.8469 | 51769.0061 | 345767.6602 | 252009.7947 | 93757.8655 |
Total P&L (%) | 305.5959 | 253.8268 | 51.769 | 345.7677 | 252.0098 | 93.7579 |
Avg Daily Profit (%) | 0.1695 | 0.1408 | 0.0287 | 0.0829 | 0.0698 | 0.0367 |
Buy And Hold Return (%) | 81.6929 | 81.6929 | 81.6929 | 81.6929 | 81.6929 | 81.6929 |
Max Trade Drawdown | -109816 | -67472 | -128904 | -290024 | -180810 | -231509 |
Profit Factor | 1.3116 | 1.6029 | 1.0925 | 1.2065 | 1.3284 | 1.1033 |
Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
Winning Trades | 229 | 119 | 110 | 229 | 119 | 110 |
Losing Trades | 115 | 53 | 62 | 115 | 53 | 62 |
Profitability (%) | 66.5698 | 69.186 | 63.9535 | 66.5698 | 69.186 | 63.9535 |
Ratio Avg Win / Avg Loss | 0.6587 | 0.7139 | 0.6158 | 0.6059 | 0.5917 | 0.6219 |
Largest Winning Trade | 25972 | 25972 | 22525 | 66139 | 27167 | 66139 |
Largest Losing Trade | -46246 | -34632 | -46246 | -82135 | -64872 | -82135 |
Avg Bars in Trades | 20 | 18 | 22 | 20 | 18 | 22 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 32 | 28 | 37 | 32 | 28 | 37 |
Bars Traded | 7121 | 3234 | 3887 | 7121 | 3234 | 3887 |
Profit Streak | 597.4578 | 597.4578 | 604.7078 | 597.4578 | 597.4578 | 604.7078 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322336 | -4165 | -436970 | -80843 | -100458 | -368483 |
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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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