Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251446.4526 | 174838.7213 | 76607.7313 | 371541.5786 | 265922.0971 | 105619.4815 |
Total P&L (%) | 251.4465 | 174.8387 | 76.6077 | 371.5416 | 265.9221 | 105.6195 |
Avg Daily Profit (%) | 0.4828 | 0.3357 | 0.1471 | 0.2982 | 0.2494 | 0.1385 |
Buy And Hold Return (%) | 10.9102 | 10.9102 | 10.9102 | 10.9102 | 10.9102 | 10.9102 |
Max Trade Drawdown | -70997 | -66650 | -94520 | -165268 | -168827 | -220459 |
Profit Factor | 1.2502 | 1.3607 | 1.1473 | 1.1374 | 1.2035 | 1.0756 |
Total Trades | 608 | 304 | 304 | 608 | 304 | 304 |
Winning Trades | 309 | 151 | 158 | 309 | 151 | 158 |
Losing Trades | 299 | 153 | 146 | 299 | 153 | 146 |
Profitability (%) | 50.8224 | 49.6711 | 51.9737 | 50.8224 | 49.6711 | 51.9737 |
Ratio Avg Win / Avg Loss | 1.2097 | 1.3787 | 1.0601 | 1.1006 | 1.2194 | 0.9939 |
Largest Winning Trade | 52966 | 52966 | 20311 | 86645 | 86645 | 40924 |
Largest Losing Trade | -23402 | -22043 | -23402 | -64305 | -52968 | -64305 |
Avg Bars in Trades | 40 | 41 | 40 | 40 | 41 | 40 |
Avg Bars in Winners | 41 | 41 | 40 | 41 | 41 | 40 |
Avg Bars in Losers | 40 | 41 | 40 | 40 | 41 | 40 |
Bars Traded | 24882 | 12603 | 12279 | 24882 | 12603 | 12279 |
Profit Streak | 1.635 | 4.1975 | 0 | 1.635 | 4.1975 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364820 | 359975 | -54503 | -60643 | 298834 | -146492 |
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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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