Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152933.7894 | 110496.7924 | 42436.9969 | 204052.9968 | 200499.483 | 3553.5139 |
Total P&L (%) | 152.9338 | 110.4968 | 42.437 | 204.053 | 200.4995 | 3.5535 |
Avg Daily Profit (%) | 0.5873 | 0.4243 | 0.163 | 0.4279 | 0.4234 | 0.0134 |
Buy And Hold Return (%) | 26.2616 | 26.2616 | 26.2616 | 26.2616 | 26.2616 | 26.2616 |
Max Trade Drawdown | -51864 | -39224 | -39901 | -120420 | -71114 | -114129 |
Profit Factor | 1.2011 | 1.3081 | 1.1056 | 1.1146 | 1.2415 | 1.0037 |
Total Trades | 695 | 347 | 348 | 695 | 347 | 348 |
Winning Trades | 357 | 182 | 175 | 357 | 182 | 175 |
Losing Trades | 338 | 165 | 173 | 338 | 165 | 173 |
Profitability (%) | 51.3669 | 52.4496 | 50.2874 | 51.3669 | 52.4496 | 50.2874 |
Ratio Avg Win / Avg Loss | 1.1371 | 1.1859 | 1.0929 | 1.0553 | 1.1255 | 0.9923 |
Largest Winning Trade | 20230 | 20230 | 16483 | 43250 | 43250 | 29987 |
Largest Losing Trade | -11508 | -11472 | -11508 | -36107 | -27146 | -36107 |
Avg Bars in Trades | 35 | 31 | 39 | 35 | 31 | 39 |
Avg Bars in Winners | 34 | 30 | 38 | 34 | 30 | 38 |
Avg Bars in Losers | 37 | 32 | 41 | 37 | 32 | 41 |
Bars Traded | 24909 | 11047 | 13862 | 24909 | 11047 | 13862 |
Profit Streak | 0 | 2.8344 | 0 | 0 | 2.8344 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433371 | 234394 | -106652 | -82499 | 292820 | -558881 |
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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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