Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321212.5995 | 232464.0252 | 88748.5743 | 942795.5057 | 643176.7599 | 299618.7458 |
Total P&L (%) | 321.2126 | 232.464 | 88.7486 | 942.7955 | 643.1768 | 299.6187 |
Avg Daily Profit (%) | 0.6167 | 0.4463 | 0.1704 | 0.4512 | 0.3859 | 0.2663 |
Buy And Hold Return (%) | 55.6613 | 55.6613 | 55.6613 | 55.6613 | 55.6613 | 55.6613 |
Max Trade Drawdown | -71400 | -64780 | -47976 | -179865 | -149821 | -100136 |
Profit Factor | 1.5172 | 1.7512 | 1.2848 | 1.609 | 1.8431 | 1.3815 |
Total Trades | 375 | 188 | 187 | 375 | 188 | 187 |
Winning Trades | 147 | 75 | 72 | 147 | 75 | 72 |
Losing Trades | 228 | 113 | 115 | 228 | 113 | 115 |
Profitability (%) | 39.2 | 39.8936 | 38.5027 | 39.2 | 39.8936 | 38.5027 |
Ratio Avg Win / Avg Loss | 2.3531 | 2.6385 | 2.052 | 2.4956 | 2.777 | 2.2066 |
Largest Winning Trade | 87948 | 87948 | 22612 | 113953 | 113953 | 70103 |
Largest Losing Trade | -10058 | -9575 | -10058 | -61507 | -42760 | -61507 |
Avg Bars in Trades | 65 | 67 | 64 | 65 | 67 | 64 |
Avg Bars in Winners | 108 | 109 | 107 | 108 | 109 | 107 |
Avg Bars in Losers | 38 | 39 | 37 | 38 | 39 | 37 |
Bars Traded | 24667 | 12683 | 11983 | 24667 | 12683 | 11983 |
Profit Streak | 0 | 0 | 13.1453 | 0 | 0 | 13.1453 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362775 | 248796 | -4659 | 375179 | 325926 | 189602 |
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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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