Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254277.2111 | 246923.5352 | 7353.6759 | 92175.3735 | 100043.9422 | -7868.5687 |
Total P&L (%) | 254.2772 | 246.9235 | 7.3537 | 92.1754 | 100.0439 | -7.8686 |
Avg Daily Profit (%) | 0.2441 | 0.2371 | 0.0071 | 0.0627 | 0.0666 | -0.0079 |
Buy And Hold Return (%) | 53.3 | 53.3 | 53.3 | 53.3 | 53.3 | 53.3 |
Max Trade Drawdown | -97592 | -57295 | -98527 | -368522 | -225566 | -241720 |
Profit Factor | 1.2748 | 1.5133 | 1.0166 | 1.0436 | 1.0879 | 0.9919 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Losing Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Profitability (%) | 49.1736 | 49.5868 | 48.7603 | 49.1736 | 49.5868 | 48.7603 |
Ratio Avg Win / Avg Loss | 1.3177 | 1.5385 | 1.0682 | 1.0787 | 1.1061 | 1.0424 |
Largest Winning Trade | 105349 | 105349 | 37583 | 108749 | 104416 | 108749 |
Largest Losing Trade | -29092 | -28001 | -29092 | -123547 | -123547 | -65228 |
Avg Bars in Trades | 101 | 123 | 79 | 101 | 123 | 79 |
Avg Bars in Winners | 122 | 146 | 98 | 122 | 146 | 98 |
Avg Bars in Losers | 81 | 101 | 62 | 81 | 101 | 62 |
Bars Traded | 24603 | 14948 | 9655 | 24603 | 14948 | 9655 |
Profit Streak | 0 | 0 | 13.206 | 0 | 0 | 13.206 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 264095 | 301789 | -551593 | -289482 | -235912 | -579220 |
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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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