Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204924.9569 | 181565.2273 | 23359.7296 | 120108.2411 | 66710.9343 | 53397.3067 |
Total P&L (%) | 204.925 | 181.5652 | 23.3597 | 120.1082 | 66.7109 | 53.3973 |
Avg Daily Profit (%) | 0.1967 | 0.1743 | 0.0224 | 0.0758 | 0.0491 | 0.0411 |
Buy And Hold Return (%) | 35.2113 | 35.2113 | 35.2113 | 35.2113 | 35.2113 | 35.2113 |
Max Trade Drawdown | -72154 | -53554 | -87940 | -242888 | -180788 | -135996 |
Profit Factor | 1.2329 | 1.4181 | 1.0524 | 1.066 | 1.0714 | 1.0604 |
Total Trades | 547 | 273 | 274 | 547 | 273 | 274 |
Winning Trades | 243 | 113 | 130 | 243 | 113 | 130 |
Losing Trades | 304 | 160 | 144 | 304 | 160 | 144 |
Profitability (%) | 44.4241 | 41.3919 | 47.4453 | 44.4241 | 41.3919 | 47.4453 |
Ratio Avg Win / Avg Loss | 1.5424 | 2.0079 | 1.1658 | 1.3337 | 1.517 | 1.1746 |
Largest Winning Trade | 77980 | 77980 | 29252 | 107461 | 107461 | 72833 |
Largest Losing Trade | -17592 | -10957 | -17592 | -30708 | -30663 | -30708 |
Avg Bars in Trades | 45 | 41 | 48 | 45 | 41 | 48 |
Avg Bars in Winners | 66 | 62 | 71 | 66 | 62 | 71 |
Avg Bars in Losers | 28 | 27 | 28 | 28 | 27 | 28 |
Bars Traded | 24840 | 11438 | 13402 | 24840 | 11438 | 13402 |
Profit Streak | 12.698 | 0 | 13.7397 | 12.698 | 0 | 13.7397 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320187 | 202098 | -491043 | -241106 | -278317 | -301761 |
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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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