Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209527.359 | 149366.4019 | 60160.9571 | 342639.5446 | 286379.6973 | 56259.8473 |
Total P&L (%) | 209.5274 | 149.3664 | 60.161 | 342.6395 | 286.3797 | 56.2598 |
Avg Daily Profit (%) | 0.2011 | 0.1434 | 0.0578 | 0.1429 | 0.1298 | 0.0429 |
Buy And Hold Return (%) | 20.362 | 20.362 | 20.362 | 20.362 | 20.362 | 20.362 |
Max Trade Drawdown | -43965 | -36485 | -41073 | -193548 | -151163 | -187123 |
Profit Factor | 1.3497 | 1.5507 | 1.1835 | 1.2118 | 1.4046 | 1.0618 |
Total Trades | 319 | 159 | 160 | 319 | 159 | 160 |
Winning Trades | 160 | 79 | 81 | 160 | 79 | 81 |
Losing Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Profitability (%) | 50.1567 | 49.6855 | 50.625 | 50.1567 | 49.6855 | 50.625 |
Ratio Avg Win / Avg Loss | 1.3413 | 1.5703 | 1.1542 | 1.2042 | 1.4223 | 1.0356 |
Largest Winning Trade | 28660 | 28660 | 26672 | 100173 | 100173 | 85103 |
Largest Losing Trade | -21772 | -21579 | -21772 | -69284 | -55187 | -69284 |
Avg Bars in Trades | 77 | 79 | 75 | 77 | 79 | 75 |
Avg Bars in Winners | 81 | 81 | 82 | 81 | 81 | 82 |
Avg Bars in Losers | 73 | 78 | 68 | 73 | 78 | 68 |
Bars Traded | 24757 | 12677 | 12080 | 24757 | 12677 | 12080 |
Profit Streak | 2.3497 | 2.4747 | 2.3497 | 2.3497 | 2.4747 | 2.3497 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303358 | -375 | -139054 | -2306 | -20444 | -292890 |
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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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