Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284527.1566 | 224625.2015 | 59901.9551 | 358040.264 | 243064.8301 | 114975.4338 |
Total P&L (%) | 284.5272 | 224.6252 | 59.902 | 358.0403 | 243.0648 | 114.9754 |
Avg Daily Profit (%) | 0.2732 | 0.2157 | 0.0575 | 0.1462 | 0.1184 | 0.0735 |
Buy And Hold Return (%) | 32.9173 | 32.9173 | 32.9173 | 32.9173 | 32.9173 | 32.9173 |
Max Trade Drawdown | -77657 | -73316 | -84214 | -492828 | -476463 | -320997 |
Profit Factor | 1.3055 | 1.4658 | 1.1334 | 1.0975 | 1.126 | 1.066 |
Total Trades | 371 | 185 | 186 | 371 | 185 | 186 |
Winning Trades | 155 | 75 | 80 | 155 | 75 | 80 |
Losing Trades | 216 | 110 | 106 | 216 | 110 | 106 |
Profitability (%) | 41.779 | 40.5405 | 43.0108 | 41.779 | 40.5405 | 43.0108 |
Ratio Avg Win / Avg Loss | 1.8193 | 2.1498 | 1.5017 | 1.5294 | 1.6515 | 1.4124 |
Largest Winning Trade | 88404 | 88404 | 30366 | 172308 | 172308 | 101962 |
Largest Losing Trade | -20160 | -19164 | -20160 | -83903 | -81994 | -83903 |
Avg Bars in Trades | 66 | 68 | 64 | 66 | 68 | 64 |
Avg Bars in Winners | 95 | 99 | 91 | 95 | 99 | 91 |
Avg Bars in Losers | 46 | 47 | 44 | 46 | 47 | 44 |
Bars Traded | 24770 | 12705 | 12064 | 24770 | 12705 | 12064 |
Profit Streak | 7.2244 | 0 | 21.141 | 7.2244 | 0 | 21.141 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320370 | 236884 | -198154 | -110615 | -119006 | -246695 |
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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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