Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489157.7839 | 389782.8118 | 99374.9721 | 1465386.0553 | 1151862.0351 | 313524.0202 |
Total P&L (%) | 489.1578 | 389.7828 | 99.375 | 1465.3861 | 1151.862 | 313.524 |
Avg Daily Profit (%) | 0.2864 | 0.2282 | 0.0582 | 0.1612 | 0.1481 | 0.0831 |
Buy And Hold Return (%) | 102.679 | 102.679 | 102.679 | 102.679 | 102.679 | 102.679 |
Max Trade Drawdown | -73100 | -46877 | -91189 | -1364338 | -903113 | -735996 |
Profit Factor | 1.5647 | 2.0979 | 1.1944 | 1.2625 | 1.4335 | 1.1072 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 113 | 51 | 62 | 113 | 51 | 62 |
Losing Trades | 130 | 71 | 59 | 130 | 71 | 59 |
Profitability (%) | 46.5021 | 41.8033 | 51.2397 | 46.5021 | 41.8033 | 51.2397 |
Ratio Avg Win / Avg Loss | 1.8001 | 2.9206 | 1.1366 | 1.4524 | 1.9957 | 1.0536 |
Largest Winning Trade | 63218 | 63218 | 32112 | 404705 | 404705 | 308303 |
Largest Losing Trade | -57855 | -17348 | -57855 | -297712 | -220572 | -297712 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 3331 | 1530 | 1801 | 3331 | 1530 | 1801 |
Profit Streak | 12.2814 | 36.2814 | 0 | 12.2814 | 36.2814 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375725 | 262739 | -287498 | 301267 | 176488 | -187451 |
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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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