Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127074.2854 | 87210.4502 | 39863.8353 | 139867.7632 | 140066.6115 | -198.8483 |
Total P&L (%) | 127.0743 | 87.2105 | 39.8638 | 139.8678 | 140.0666 | -0.1988 |
Avg Daily Profit (%) | 0.488 | 0.3349 | 0.1531 | 0.3365 | 0.3368 | -0.0008 |
Buy And Hold Return (%) | 16.1537 | 16.1537 | 16.1537 | 16.1537 | 16.1537 | 16.1537 |
Max Trade Drawdown | -55343 | -37027 | -64145 | -155766 | -81614 | -165493 |
Profit Factor | 1.2682 | 1.4021 | 1.1552 | 1.1294 | 1.2901 | 0.9997 |
Total Trades | 538 | 269 | 269 | 538 | 269 | 269 |
Winning Trades | 426 | 217 | 209 | 426 | 217 | 209 |
Losing Trades | 112 | 52 | 60 | 112 | 52 | 60 |
Profitability (%) | 79.1822 | 80.6691 | 77.6952 | 79.1822 | 80.6691 | 77.6952 |
Ratio Avg Win / Avg Loss | 0.3334 | 0.336 | 0.3316 | 0.2969 | 0.3092 | 0.287 |
Largest Winning Trade | 9448 | 6312 | 9448 | 11780 | 11780 | 11757 |
Largest Losing Trade | -40409 | -17678 | -40409 | -102828 | -35777 | -102828 |
Avg Bars in Trades | 45 | 44 | 47 | 45 | 44 | 47 |
Avg Bars in Winners | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Losers | 134 | 136 | 133 | 134 | 136 | 133 |
Bars Traded | 24689 | 12026 | 12663 | 24689 | 12026 | 12663 |
Profit Streak | 3.6213 | 3.6213 | 7.3609 | 3.6213 | 3.6213 | 7.3609 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514171 | 377411 | -43288 | -65119 | 391823 | -576067 |
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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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