Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318414.8851 | 224534.2426 | 93880.6425 | 923243.7907 | 632087.3543 | 291156.4364 |
Total P&L (%) | 318.4149 | 224.5342 | 93.8806 | 923.2438 | 632.0874 | 291.1564 |
Avg Daily Profit (%) | 0.6114 | 0.4311 | 0.1803 | 0.4475 | 0.383 | 0.2622 |
Buy And Hold Return (%) | 54.3451 | 54.3451 | 54.3451 | 54.3451 | 54.3451 | 54.3451 |
Max Trade Drawdown | -68641 | -62769 | -42274 | -435105 | -389730 | -246852 |
Profit Factor | 1.5219 | 1.7248 | 1.3126 | 1.3061 | 1.4081 | 1.1985 |
Total Trades | 416 | 208 | 208 | 416 | 208 | 208 |
Winning Trades | 155 | 79 | 76 | 155 | 79 | 76 |
Losing Trades | 261 | 129 | 132 | 261 | 129 | 132 |
Profitability (%) | 37.2596 | 37.9808 | 36.5385 | 37.2596 | 37.9808 | 36.5385 |
Ratio Avg Win / Avg Loss | 2.5627 | 2.8165 | 2.2798 | 2.1994 | 2.2994 | 2.0816 |
Largest Winning Trade | 93258 | 93258 | 26531 | 253152 | 253152 | 128669 |
Largest Losing Trade | -13723 | -7797 | -13723 | -92245 | -47688 | -92245 |
Avg Bars in Trades | 59 | 60 | 59 | 59 | 60 | 59 |
Avg Bars in Winners | 99 | 100 | 98 | 99 | 100 | 98 |
Avg Bars in Losers | 36 | 36 | 36 | 36 | 36 | 36 |
Bars Traded | 24899 | 12588 | 12311 | 24899 | 12588 | 12311 |
Profit Streak | 4.4339 | 0 | 8.163 | 4.4339 | 0 | 8.163 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351483 | 217822 | -4122 | 295978 | 242911 | 65655 |
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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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