Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190910.8241 | 162837.8515 | 28072.9726 | 123463.1878 | 176066.503 | -52603.3152 |
Total P&L (%) | 190.9108 | 162.8379 | 28.073 | 123.4632 | 176.0665 | -52.6033 |
Avg Daily Profit (%) | 0.1833 | 0.1563 | 0.027 | 0.0772 | 0.0975 | -0.0716 |
Buy And Hold Return (%) | 30.9898 | 30.9898 | 30.9898 | 30.9898 | 30.9898 | 30.9898 |
Max Trade Drawdown | -74440 | -64349 | -81124 | -193300 | -133674 | -196705 |
Profit Factor | 1.2208 | 1.4303 | 1.0577 | 1.0772 | 1.2537 | 0.942 |
Total Trades | 488 | 244 | 244 | 488 | 244 | 244 |
Winning Trades | 298 | 154 | 144 | 298 | 154 | 144 |
Losing Trades | 190 | 90 | 100 | 190 | 90 | 100 |
Profitability (%) | 61.0656 | 63.1148 | 59.0164 | 61.0656 | 63.1148 | 59.0164 |
Ratio Avg Win / Avg Loss | 0.7784 | 0.8359 | 0.7345 | 0.6868 | 0.7327 | 0.6541 |
Largest Winning Trade | 52951 | 52951 | 17284 | 69004 | 69004 | 33416 |
Largest Losing Trade | -52748 | -23877 | -52748 | -135630 | -70721 | -135630 |
Avg Bars in Trades | 50 | 51 | 48 | 50 | 51 | 48 |
Avg Bars in Winners | 38 | 41 | 35 | 38 | 41 | 35 |
Avg Bars in Losers | 68 | 69 | 68 | 68 | 69 | 68 |
Bars Traded | 24471 | 12583 | 11888 | 24471 | 12583 | 11888 |
Profit Streak | 10.015 | 10.015 | 19.9317 | 10.015 | 10.015 | 19.9317 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373646 | 301752 | -477933 | -223881 | -62424 | -577371 |
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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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