Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169658.2614 | 116026.4203 | 53631.8411 | 263593.4244 | 188028.7355 | 75564.6889 |
Total P&L (%) | 169.6583 | 116.0264 | 53.6318 | 263.5934 | 188.0287 | 75.5647 |
Avg Daily Profit (%) | 0.3257 | 0.2228 | 0.103 | 0.2482 | 0.2033 | 0.1081 |
Buy And Hold Return (%) | 28.3439 | 28.3439 | 28.3439 | 28.3439 | 28.3439 | 28.3439 |
Max Trade Drawdown | -45254 | -31169 | -54205 | -142664 | -111013 | -138213 |
Profit Factor | 1.3215 | 1.5048 | 1.1801 | 1.2216 | 1.3596 | 1.1134 |
Total Trades | 438 | 219 | 219 | 438 | 219 | 219 |
Winning Trades | 254 | 130 | 124 | 254 | 130 | 124 |
Losing Trades | 184 | 89 | 95 | 184 | 89 | 95 |
Profitability (%) | 57.9909 | 59.3607 | 56.621 | 57.9909 | 59.3607 | 56.621 |
Ratio Avg Win / Avg Loss | 0.9573 | 1.0302 | 0.9041 | 0.885 | 0.9308 | 0.853 |
Largest Winning Trade | 21914 | 20458 | 21914 | 41630 | 35920 | 41630 |
Largest Losing Trade | -16594 | -13312 | -16594 | -34980 | -30468 | -34980 |
Avg Bars in Trades | 56 | 49 | 63 | 56 | 49 | 63 |
Avg Bars in Winners | 58 | 52 | 65 | 58 | 52 | 65 |
Avg Bars in Losers | 53 | 45 | 60 | 53 | 45 | 60 |
Bars Traded | 24717 | 10845 | 13872 | 24717 | 10845 | 13872 |
Profit Streak | 3.3214 | 0 | 4.2798 | 3.3214 | 0 | 4.2798 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305278 | 296900 | -85852 | 283774 | 267189 | -148131 |
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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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