Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339824.8975 | 263898.329 | 75926.5685 | 949470.6038 | 1063780.2185 | -114309.6147 |
Total P&L (%) | 339.8249 | 263.8983 | 75.9266 | 949.4706 | 1063.7802 | -114.3096 |
Avg Daily Profit (%) | 0.3262 | 0.2533 | 0.0729 | 0.2259 | 0.2359 | 0 |
Buy And Hold Return (%) | 152.3918 | 152.3918 | 152.3918 | 152.3918 | 152.3918 | 152.3918 |
Max Trade Drawdown | -95098 | -72367 | -45902 | -2131054 | -1264957 | -994152 |
Profit Factor | 1.5961 | 1.8788 | 1.2815 | 1.1417 | 1.3124 | 0.9653 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 126 | 65 | 61 | 126 | 65 | 61 |
Losing Trades | 124 | 60 | 64 | 124 | 60 | 64 |
Profitability (%) | 50.4 | 52 | 48.8 | 50.4 | 52 | 48.8 |
Ratio Avg Win / Avg Loss | 1.5708 | 1.7342 | 1.3445 | 1.1236 | 1.2115 | 1.0128 |
Largest Winning Trade | 69954 | 69954 | 21785 | 689484 | 689484 | 256364 |
Largest Losing Trade | -23490 | -22010 | -23490 | -719760 | -515973 | -719760 |
Avg Bars in Trades | 97 | 89 | 106 | 97 | 89 | 106 |
Avg Bars in Winners | 123 | 104 | 144 | 123 | 104 | 144 |
Avg Bars in Losers | 71 | 74 | 69 | 71 | 74 | 69 |
Bars Traded | 24493 | 11234 | 13259 | 24493 | 11234 | 13259 |
Profit Streak | 0 | 23.0438 | 0 | 0 | 23.0438 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 277507 | 127774 | -262117 | -55546 | 326694 | -579800 |
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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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