Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351441.8928 | 317693.1899 | 33748.7029 | 1414311.6151 | 1303244.4462 | 111067.1689 |
Total P&L (%) | 351.4419 | 317.6932 | 33.7487 | 1414.3116 | 1303.2444 | 111.0672 |
Avg Daily Profit (%) | 0.3374 | 0.305 | 0.0324 | 0.2612 | 0.2539 | 0.0717 |
Buy And Hold Return (%) | 502.6896 | 502.6896 | 502.6896 | 502.6896 | 502.6896 | 502.6896 |
Max Trade Drawdown | -44430 | -37478 | -25889 | -280145 | -384243 | -171680 |
Profit Factor | 1.8284 | 2.0752 | 1.2621 | 1.5702 | 1.7605 | 1.1449 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 186 | 88 | 98 | 186 | 88 | 98 |
Losing Trades | 125 | 67 | 58 | 125 | 67 | 58 |
Profitability (%) | 59.8071 | 56.7742 | 62.8205 | 59.8071 | 56.7742 | 62.8205 |
Ratio Avg Win / Avg Loss | 1.2288 | 1.5799 | 0.747 | 1.0552 | 1.3403 | 0.6776 |
Largest Winning Trade | 58252 | 58252 | 8382 | 304769 | 304769 | 65504 |
Largest Losing Trade | -36403 | -36403 | -15187 | -237420 | -237420 | -126434 |
Avg Bars in Trades | 79 | 147 | 11 | 79 | 147 | 11 |
Avg Bars in Winners | 47 | 88 | 11 | 47 | 88 | 11 |
Avg Bars in Losers | 126 | 224 | 12 | 126 | 224 | 12 |
Bars Traded | 24685 | 22828 | 1857 | 24685 | 22828 | 1857 |
Profit Streak | 1.8022 | 0 | 51.6772 | 1.8022 | 0 | 51.6772 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153978 | -152179 | -313454 | 275968 | 301921 | -322014 |
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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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