Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236800.3521 | 186740.6708 | 50059.6812 | 413343.1801 | 298368.3232 | 114974.8569 |
Total P&L (%) | 236.8004 | 186.7407 | 50.0597 | 413.3432 | 298.3683 | 114.9749 |
Avg Daily Profit (%) | 0.4547 | 0.3585 | 0.0961 | 0.3146 | 0.2657 | 0.1471 |
Buy And Hold Return (%) | 74.8449 | 74.8449 | 74.8449 | 74.8449 | 74.8449 | 74.8449 |
Max Trade Drawdown | -60356 | -38430 | -43708 | -136689 | -108521 | -141424 |
Profit Factor | 1.4551 | 1.7374 | 1.1874 | 1.3302 | 1.4738 | 1.1848 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Losing Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Profitability (%) | 50.3356 | 50.3356 | 50.3356 | 50.3356 | 50.3356 | 50.3356 |
Ratio Avg Win / Avg Loss | 1.4357 | 1.7142 | 1.1716 | 1.3125 | 1.4541 | 1.169 |
Largest Winning Trade | 62533 | 62533 | 28020 | 102316 | 102316 | 44180 |
Largest Losing Trade | -25584 | -16496 | -25584 | -49436 | -46488 | -49436 |
Avg Bars in Trades | 82 | 81 | 84 | 82 | 81 | 84 |
Avg Bars in Winners | 89 | 88 | 90 | 89 | 88 | 90 |
Avg Bars in Losers | 76 | 74 | 78 | 76 | 74 | 78 |
Bars Traded | 24717 | 12172 | 12545 | 24717 | 12172 | 12545 |
Profit Streak | 0 | 0 | 8.0006 | 0 | 0 | 8.0006 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320291 | 287851 | -244354 | 321014 | 230745 | -23462 |
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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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