Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229117.7568 | 139109.9593 | 90007.7975 | 652003.0019 | 411428.0539 | 240574.9479 |
Total P&L (%) | 229.1178 | 139.11 | 90.0078 | 652.003 | 411.4281 | 240.5749 |
Avg Daily Profit (%) | 0.8798 | 0.5342 | 0.3456 | 0.7777 | 0.6287 | 0.4717 |
Buy And Hold Return (%) | 24.438 | 24.438 | 24.438 | 24.438 | 24.438 | 24.438 |
Max Trade Drawdown | -18991 | -14474 | -17887 | -111965 | -103219 | -116612 |
Profit Factor | 1.9025 | 2.0212 | 1.765 | 1.5194 | 1.6216 | 1.4055 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 114 | 54 | 60 | 114 | 54 | 60 |
Losing Trades | 152 | 79 | 73 | 152 | 79 | 73 |
Profitability (%) | 42.8571 | 40.6015 | 45.1128 | 42.8571 | 40.6015 | 45.1128 |
Ratio Avg Win / Avg Loss | 2.5366 | 2.9569 | 2.1475 | 2.0259 | 2.3723 | 1.71 |
Largest Winning Trade | 34014 | 34014 | 18940 | 112635 | 112635 | 66847 |
Largest Losing Trade | -8574 | -8574 | -6418 | -31933 | -31933 | -31557 |
Avg Bars in Trades | 92 | 92 | 93 | 92 | 92 | 93 |
Avg Bars in Winners | 133 | 138 | 129 | 133 | 138 | 129 |
Avg Bars in Losers | 62 | 60 | 63 | 62 | 60 | 63 |
Bars Traded | 24718 | 12282 | 12436 | 24718 | 12282 | 12436 |
Profit Streak | 1.7743 | 0 | 5.5347 | 1.7743 | 0 | 5.5347 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409428 | 295008 | 265939 | 376346 | 327703 | 340602 |
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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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