Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 749745.3709 | 600956.6961 | 148788.6748 | 3513253.7571 | 614869.3572 | 2898384.3999 |
Total P&L (%) | 749.7454 | 600.9567 | 148.7887 | 3513.2538 | 614.8694 | 2898.3844 |
Avg Daily Profit (%) | 0.3599 | 0.2885 | 0.0714 | 0.1723 | 0.0945 | 0.1634 |
Buy And Hold Return (%) | 103.2374 | 103.2374 | 103.2374 | 103.2374 | 103.2374 | 103.2374 |
Max Trade Drawdown | -94599 | -104484 | -100963 | -6057089 | -4680931 | -2256750 |
Profit Factor | 1.7452 | 2.1964 | 1.2954 | 1.1115 | 1.0356 | 1.2035 |
Total Trades | 321 | 160 | 161 | 321 | 160 | 161 |
Winning Trades | 138 | 62 | 76 | 138 | 62 | 76 |
Losing Trades | 183 | 98 | 85 | 183 | 98 | 85 |
Profitability (%) | 42.9907 | 38.75 | 47.205 | 42.9907 | 38.75 | 47.205 |
Ratio Avg Win / Avg Loss | 2.3143 | 3.4718 | 1.4488 | 1.4739 | 1.6369 | 1.346 |
Largest Winning Trade | 207431 | 207431 | 42491 | 3438729 | 3438729 | 1852388 |
Largest Losing Trade | -23957 | -22850 | -23957 | -1314701 | -1314701 | -1089146 |
Avg Bars in Trades | 76 | 70 | 82 | 76 | 70 | 82 |
Avg Bars in Winners | 120 | 122 | 118 | 120 | 122 | 118 |
Avg Bars in Losers | 44 | 38 | 50 | 44 | 38 | 50 |
Bars Traded | 24637 | 11337 | 13299 | 24637 | 11337 | 13299 |
Profit Streak | 12.0149 | 0 | 15.0149 | 12.0149 | 0 | 15.0149 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442398 | 291421 | -126242 | -90522 | -251483 | 252215 |
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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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