Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237376.2585 | 196098.775 | 41277.4835 | 157201.6882 | 72713.9323 | 84487.756 |
Total P&L (%) | 237.3763 | 196.0988 | 41.2775 | 157.2017 | 72.7139 | 84.4878 |
Avg Daily Profit (%) | 0.1583 | 0.1307 | 0.0275 | 0.063 | 0.0364 | 0.0408 |
Buy And Hold Return (%) | 71.1855 | 71.1855 | 71.1855 | 71.1855 | 71.1855 | 71.1855 |
Max Trade Drawdown | -79295 | -64555 | -111791 | -145526 | -123901 | -88238 |
Profit Factor | 1.2431 | 1.4393 | 1.0779 | 1.1191 | 1.105 | 1.1346 |
Total Trades | 552 | 276 | 276 | 552 | 276 | 276 |
Winning Trades | 431 | 223 | 208 | 431 | 223 | 208 |
Losing Trades | 121 | 53 | 68 | 121 | 53 | 68 |
Profitability (%) | 78.0797 | 80.7971 | 75.3623 | 78.0797 | 80.7971 | 75.3623 |
Ratio Avg Win / Avg Loss | 0.349 | 0.3421 | 0.3524 | 0.3142 | 0.2626 | 0.3709 |
Largest Winning Trade | 21433 | 21433 | 20216 | 18544 | 18382 | 18544 |
Largest Losing Trade | -42755 | -42755 | -42271 | -91543 | -91543 | -38009 |
Avg Bars in Trades | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Winners | 17 | 16 | 17 | 17 | 16 | 17 |
Avg Bars in Losers | 83 | 79 | 87 | 83 | 79 | 87 |
Bars Traded | 17570 | 7942 | 9628 | 17570 | 7942 | 9628 |
Profit Streak | 602.0581 | 0 | 609.5581 | 602.0581 | 0 | 609.5581 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361592 | -17423 | -453670 | -197982 | -404859 | -315373 |
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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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