Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315897.8455 | 243687.2459 | 72210.5995 | 609367.3088 | 447298.4294 | 162068.8794 |
Total P&L (%) | 315.8978 | 243.6872 | 72.2106 | 609.3673 | 447.2984 | 162.0689 |
Avg Daily Profit (%) | 0.3033 | 0.2339 | 0.0693 | 0.1883 | 0.1633 | 0.0925 |
Buy And Hold Return (%) | 85.6769 | 85.6769 | 85.6769 | 85.6769 | 85.6769 | 85.6769 |
Max Trade Drawdown | -84873 | -36151 | -144651 | -123283 | -79992 | -147926 |
Profit Factor | 1.3858 | 1.7066 | 1.1524 | 1.5168 | 1.9295 | 1.2322 |
Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
Winning Trades | 187 | 89 | 98 | 187 | 89 | 98 |
Losing Trades | 141 | 75 | 66 | 141 | 75 | 66 |
Profitability (%) | 57.0122 | 54.2683 | 59.7561 | 57.0122 | 54.2683 | 59.7561 |
Ratio Avg Win / Avg Loss | 1.0449 | 1.4381 | 0.7761 | 1.1437 | 1.626 | 0.8299 |
Largest Winning Trade | 24914 | 19448 | 24914 | 70959 | 66304 | 70959 |
Largest Losing Trade | -56053 | -18570 | -56053 | -59667 | -41685 | -59667 |
Avg Bars in Trades | 75 | 78 | 72 | 75 | 78 | 72 |
Avg Bars in Winners | 69 | 76 | 63 | 69 | 76 | 63 |
Avg Bars in Losers | 83 | 81 | 85 | 83 | 81 | 85 |
Bars Traded | 24764 | 12864 | 11900 | 24764 | 12864 | 11900 |
Profit Streak | 4.654 | 13.4457 | 0 | 4.654 | 13.4457 | 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 | 346584 | 313914 | -319154 | 445026 | 421952 | -77470 |
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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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