Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367834.5964 | 339117.8406 | 28716.7558 | 1278076.5822 | 1269471.5855 | 8604.9967 |
Total P&L (%) | 367.8346 | 339.1178 | 28.7168 | 1278.0766 | 1269.4716 | 8.605 |
Avg Daily Profit (%) | 0.443 | 0.4084 | 0.0346 | 0.3164 | 0.3156 | 0.0099 |
Buy And Hold Return (%) | 354.1255 | 354.1255 | 354.1255 | 354.1255 | 354.1255 | 354.1255 |
Max Trade Drawdown | -103235 | -83200 | -56371 | -947599 | -854081 | -507850 |
Profit Factor | 1.57 | 2.1332 | 1.083 | 1.2563 | 1.4979 | 1.0035 |
Total Trades | 321 | 160 | 161 | 321 | 160 | 161 |
Winning Trades | 200 | 106 | 94 | 200 | 106 | 94 |
Losing Trades | 121 | 54 | 67 | 121 | 54 | 67 |
Profitability (%) | 62.3053 | 66.25 | 58.3851 | 62.3053 | 66.25 | 58.3851 |
Ratio Avg Win / Avg Loss | 0.9499 | 1.0867 | 0.7719 | 0.7601 | 0.7631 | 0.7153 |
Largest Winning Trade | 41101 | 41101 | 12793 | 242216 | 242216 | 108802 |
Largest Losing Trade | -42776 | -42776 | -18782 | -519794 | -519794 | -166667 |
Avg Bars in Trades | 28 | 41 | 16 | 28 | 41 | 16 |
Avg Bars in Winners | 20 | 25 | 14 | 20 | 25 | 14 |
Avg Bars in Losers | 42 | 73 | 17 | 42 | 73 | 17 |
Bars Traded | 9279 | 6695 | 2584 | 9279 | 6695 | 2584 |
Profit Streak | 5.7135 | 5.7968 | 5.7135 | 5.7135 | 5.7968 | 5.7135 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139243 | -150339 | -441022 | 336177 | 329455 | -561283 |
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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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