Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526910.2958 | 509624.4944 | 17285.8014 | 46566.4913 | 352115.366 | -305548.8747 |
Total P&L (%) | 526.9103 | 509.6245 | 17.2858 | 46.5665 | 352.1154 | -305.5489 |
Avg Daily Profit (%) | 0.2741 | 0.2651 | 0.009 | 0.0199 | 0.0785 | 0 |
Buy And Hold Return (%) | 68.8241 | 68.8241 | 68.8241 | 68.8241 | 68.8241 | 68.8241 |
Max Trade Drawdown | -263736 | -192383 | -120031 | -970070 | -513616 | -524682 |
Profit Factor | 1.4669 | 1.9497 | 1.0292 | 1.0156 | 1.2679 | 0.8164 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Losing Trades | 144 | 75 | 69 | 144 | 75 | 69 |
Profitability (%) | 38.7234 | 35.8974 | 41.5254 | 38.7234 | 35.8974 | 41.5254 |
Ratio Avg Win / Avg Loss | 2.3212 | 3.4817 | 1.4493 | 1.6072 | 2.2642 | 1.1496 |
Largest Winning Trade | 273250 | 273250 | 60556 | 409263 | 409263 | 178201 |
Largest Losing Trade | -26715 | -22548 | -26715 | -143628 | -108778 | -143628 |
Avg Bars in Trades | 15 | 13 | 18 | 15 | 13 | 18 |
Avg Bars in Winners | 24 | 21 | 27 | 24 | 21 | 27 |
Avg Bars in Losers | 10 | 8 | 11 | 10 | 8 | 11 |
Bars Traded | 3725 | 1574 | 2151 | 3725 | 1574 | 2151 |
Profit Streak | 20.3658 | 0 | 26.3658 | 20.3658 | 0 | 26.3658 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308226 | 246507 | -537723 | -536608 | -93832 | -581828 |
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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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