Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159210.1252 | 115594.4279 | 43615.6973 | 169780.9395 | 209619.2667 | -39838.3271 |
Total P&L (%) | 159.2101 | 115.5944 | 43.6157 | 169.7809 | 209.6193 | -39.8383 |
Avg Daily Profit (%) | 0.3057 | 0.2219 | 0.0837 | 0.1907 | 0.2172 | -0.0975 |
Buy And Hold Return (%) | 15.6493 | 15.6493 | 15.6493 | 15.6493 | 15.6493 | 15.6493 |
Max Trade Drawdown | -51334 | -27936 | -69501 | -193276 | -88939 | -191806 |
Profit Factor | 1.2893 | 1.5164 | 1.1336 | 1.119 | 1.3679 | 0.9535 |
Total Trades | 329 | 165 | 164 | 329 | 165 | 164 |
Winning Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Losing Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Profitability (%) | 47.1125 | 47.2727 | 46.9512 | 47.1125 | 47.2727 | 46.9512 |
Ratio Avg Win / Avg Loss | 1.4474 | 1.6914 | 1.2808 | 1.2561 | 1.5257 | 1.0774 |
Largest Winning Trade | 39382 | 39382 | 31766 | 83936 | 83936 | 53630 |
Largest Losing Trade | -20689 | -15227 | -20689 | -65729 | -39410 | -65729 |
Avg Bars in Trades | 73 | 68 | 79 | 73 | 68 | 79 |
Avg Bars in Winners | 89 | 77 | 102 | 89 | 77 | 102 |
Avg Bars in Losers | 59 | 59 | 59 | 59 | 59 | 59 |
Bars Traded | 24294 | 11231 | 13063 | 24294 | 11231 | 13063 |
Profit Streak | 0 | 0 | 12.7216 | 0 | 0 | 12.7216 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308574 | 324205 | -158860 | -82086 | 290069 | -579949 |
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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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