Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368415.9627 | 301193.6307 | 67222.332 | 484674.9622 | 135706.2603 | 348968.7019 |
Total P&L (%) | 368.416 | 301.1936 | 67.2223 | 484.675 | 135.7063 | 348.9687 |
Avg Daily Profit (%) | 0.3537 | 0.2891 | 0.0645 | 0.1697 | 0.0823 | 0.1443 |
Buy And Hold Return (%) | 64.9755 | 64.9755 | 64.9755 | 64.9755 | 64.9755 | 64.9755 |
Max Trade Drawdown | -123873 | -107821 | -45129 | -473610 | -411882 | -220686 |
Profit Factor | 1.3431 | 1.4387 | 1.1736 | 1.1725 | 1.0731 | 1.3661 |
Total Trades | 450 | 225 | 225 | 450 | 225 | 225 |
Winning Trades | 186 | 92 | 94 | 186 | 92 | 94 |
Losing Trades | 264 | 133 | 131 | 264 | 133 | 131 |
Profitability (%) | 41.3333 | 40.8889 | 41.7778 | 41.3333 | 40.8889 | 41.7778 |
Ratio Avg Win / Avg Loss | 1.9063 | 2.0798 | 1.6355 | 1.6642 | 1.5514 | 1.9038 |
Largest Winning Trade | 115621 | 115621 | 26376 | 202086 | 202086 | 176924 |
Largest Losing Trade | -23368 | -23368 | -10561 | -125069 | -125069 | -51720 |
Avg Bars in Trades | 54 | 87 | 22 | 54 | 87 | 22 |
Avg Bars in Winners | 68 | 106 | 31 | 68 | 106 | 31 |
Avg Bars in Losers | 44 | 73 | 15 | 44 | 73 | 15 |
Bars Traded | 24588 | 19600 | 4988 | 24588 | 19600 | 4988 |
Profit Streak | 10.0934 | 0 | 25.8851 | 10.0934 | 0 | 25.8851 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329359 | 210490 | -291566 | -22629 | -231220 | -1204 |
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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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