Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284547.22 | 208157.8088 | 76389.4112 | 680724.0699 | 471927.3001 | 208796.7699 |
Total P&L (%) | 284.5472 | 208.1578 | 76.3894 | 680.7241 | 471.9273 | 208.7968 |
Avg Daily Profit (%) | 0.5463 | 0.3997 | 0.1467 | 0.3954 | 0.3354 | 0.2167 |
Buy And Hold Return (%) | 56.2112 | 56.2112 | 56.2112 | 56.2112 | 56.2112 | 56.2112 |
Max Trade Drawdown | -73343 | -58226 | -63646 | -122536 | -103104 | -99540 |
Profit Factor | 1.4549 | 1.7057 | 1.2311 | 1.5153 | 1.7844 | 1.2902 |
Total Trades | 359 | 180 | 179 | 359 | 180 | 179 |
Winning Trades | 145 | 71 | 74 | 145 | 71 | 74 |
Losing Trades | 214 | 109 | 105 | 214 | 109 | 105 |
Profitability (%) | 40.39 | 39.4444 | 41.3408 | 40.39 | 39.4444 | 41.3408 |
Ratio Avg Win / Avg Loss | 2.1472 | 2.6186 | 1.7468 | 2.2363 | 2.7394 | 1.8307 |
Largest Winning Trade | 82703 | 82703 | 20695 | 87461 | 87461 | 59845 |
Largest Losing Trade | -10953 | -9080 | -10953 | -68406 | -57776 | -68406 |
Avg Bars in Trades | 68 | 69 | 68 | 68 | 69 | 68 |
Avg Bars in Winners | 103 | 101 | 105 | 103 | 101 | 105 |
Avg Bars in Losers | 44 | 47 | 42 | 44 | 47 | 42 |
Bars Traded | 24674 | 12434 | 12240 | 24674 | 12434 | 12240 |
Profit Streak | 0 | 0 | 12.4426 | 0 | 0 | 12.4426 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324063 | 208335 | -53041 | 352393 | 283524 | 142284 |
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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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