Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230348.2093 | 200919.256 | 29428.9533 | 157862.9644 | 110160.4234 | 47702.541 |
Total P&L (%) | 230.3482 | 200.9193 | 29.429 | 157.863 | 110.1604 | 47.7025 |
Avg Daily Profit (%) | 0.2211 | 0.1929 | 0.0283 | 0.091 | 0.0713 | 0.0375 |
Buy And Hold Return (%) | 33.1754 | 33.1754 | 33.1754 | 33.1754 | 33.1754 | 33.1754 |
Max Trade Drawdown | -92792 | -50610 | -88397 | -348444 | -219252 | -186690 |
Profit Factor | 1.241 | 1.4448 | 1.0584 | 1.0611 | 1.0895 | 1.0353 |
Total Trades | 457 | 228 | 229 | 457 | 228 | 229 |
Winning Trades | 212 | 104 | 108 | 212 | 104 | 108 |
Losing Trades | 245 | 124 | 121 | 245 | 124 | 121 |
Profitability (%) | 46.3895 | 45.614 | 47.1616 | 46.3895 | 45.614 | 47.1616 |
Ratio Avg Win / Avg Loss | 1.4342 | 1.7227 | 1.1858 | 1.2263 | 1.2991 | 1.1599 |
Largest Winning Trade | 102805 | 102805 | 31516 | 137522 | 85237 | 137522 |
Largest Losing Trade | -30093 | -30093 | -20746 | -66932 | -66932 | -63023 |
Avg Bars in Trades | 54 | 47 | 61 | 54 | 47 | 61 |
Avg Bars in Winners | 70 | 65 | 74 | 70 | 65 | 74 |
Avg Bars in Losers | 40 | 32 | 49 | 40 | 32 | 49 |
Bars Traded | 24852 | 10831 | 14021 | 24852 | 10831 | 14021 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304977 | 285955 | -477686 | -225378 | -223638 | -354629 |
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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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