Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372145.4614 | 315617.2599 | 56528.2016 | 1485372.2914 | 1207416.6581 | 277955.6333 |
Total P&L (%) | 372.1455 | 315.6173 | 56.5282 | 1485.3723 | 1207.4167 | 277.9556 |
Avg Daily Profit (%) | 0.4533 | 0.3845 | 0.0689 | 0.3372 | 0.3136 | 0.1621 |
Buy And Hold Return (%) | 472.3473 | 472.3473 | 472.3473 | 472.3473 | 472.3473 | 472.3473 |
Max Trade Drawdown | -120169 | -91538 | -50085 | -968724 | -729588 | -792379 |
Profit Factor | 1.5182 | 1.7453 | 1.1918 | 1.2687 | 1.3623 | 1.1266 |
Total Trades | 423 | 211 | 212 | 423 | 211 | 212 |
Winning Trades | 327 | 172 | 155 | 327 | 172 | 155 |
Losing Trades | 96 | 39 | 57 | 96 | 39 | 57 |
Profitability (%) | 77.305 | 81.5166 | 73.1132 | 77.305 | 81.5166 | 73.1132 |
Ratio Avg Win / Avg Loss | 0.4457 | 0.3957 | 0.4383 | 0.3725 | 0.3089 | 0.4143 |
Largest Winning Trade | 22640 | 22640 | 10345 | 135986 | 135986 | 74258 |
Largest Losing Trade | -37910 | -37910 | -32164 | -644775 | -381996 | -644775 |
Avg Bars in Trades | 45 | 75 | 15 | 45 | 75 | 15 |
Avg Bars in Winners | 22 | 36 | 7 | 22 | 36 | 7 |
Avg Bars in Losers | 122 | 246 | 37 | 122 | 246 | 37 |
Bars Traded | 19140 | 15825 | 3315 | 19140 | 15825 | 3315 |
Profit Streak | 17.7826 | 22.9909 | 17.7826 | 17.7826 | 22.9909 | 17.7826 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149423 | -149998 | -273537 | 405747 | 372672 | -237010 |
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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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