Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269883.1721 | 222768.5238 | 47114.6483 | 273086.2446 | 217096.6997 | 55989.5449 |
Total P&L (%) | 269.8832 | 222.7685 | 47.1146 | 273.0862 | 217.0967 | 55.9895 |
Avg Daily Profit (%) | 0.2591 | 0.2139 | 0.0452 | 0.1265 | 0.1108 | 0.0427 |
Buy And Hold Return (%) | 58.1858 | 58.1858 | 58.1858 | 58.1858 | 58.1858 | 58.1858 |
Max Trade Drawdown | -85835 | -64726 | -88579 | -351420 | -205026 | -268675 |
Profit Factor | 1.2833 | 1.4975 | 1.0933 | 1.1725 | 1.2685 | 1.0723 |
Total Trades | 399 | 200 | 199 | 399 | 200 | 199 |
Winning Trades | 199 | 97 | 102 | 199 | 97 | 102 |
Losing Trades | 200 | 103 | 97 | 200 | 103 | 97 |
Profitability (%) | 49.8747 | 48.5 | 51.2563 | 49.8747 | 48.5 | 51.2563 |
Ratio Avg Win / Avg Loss | 1.2897 | 1.5902 | 1.0397 | 1.1784 | 1.347 | 1.0198 |
Largest Winning Trade | 55743 | 55743 | 29241 | 129288 | 129288 | 45279 |
Largest Losing Trade | -40937 | -17613 | -40937 | -133582 | -72925 | -133582 |
Avg Bars in Trades | 61 | 65 | 58 | 61 | 65 | 58 |
Avg Bars in Winners | 73 | 80 | 67 | 73 | 80 | 67 |
Avg Bars in Losers | 50 | 51 | 49 | 50 | 51 | 49 |
Bars Traded | 24723 | 13091 | 11632 | 24723 | 13091 | 11632 |
Profit Streak | 15.2311 | 15.2311 | 23.5644 | 15.2311 | 15.2311 | 23.5644 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344221 | 297343 | -414490 | -53399 | -47085 | -440948 |
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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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