Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100067.9442 | 77456.2633 | 22611.6809 | 104535.6498 | 78727.6368 | 25808.013 |
Total P&L (%) | 100.0679 | 77.4563 | 22.6117 | 104.5357 | 78.7276 | 25.808 |
Avg Daily Profit (%) | 0.1921 | 0.1487 | 0.0434 | 0.1375 | 0.1116 | 0.0441 |
Buy And Hold Return (%) | 27.7706 | 27.7706 | 27.7706 | 27.7706 | 27.7706 | 27.7706 |
Max Trade Drawdown | -55935 | -58271 | -16573 | -92037 | -92712 | -19757 |
Profit Factor | 1.3085 | 1.3477 | 1.2226 | 1.2355 | 1.2507 | 1.1987 |
Total Trades | 454 | 227 | 227 | 454 | 227 | 227 |
Winning Trades | 339 | 194 | 145 | 339 | 194 | 145 |
Losing Trades | 115 | 33 | 82 | 115 | 33 | 82 |
Profitability (%) | 74.6696 | 85.4626 | 63.8767 | 74.6696 | 85.4626 | 63.8767 |
Ratio Avg Win / Avg Loss | 0.4439 | 0.2293 | 0.6914 | 0.4191 | 0.2127 | 0.6779 |
Largest Winning Trade | 9806 | 9806 | 6405 | 11673 | 11673 | 7237 |
Largest Losing Trade | -26751 | -26751 | -12900 | -50399 | -50399 | -14271 |
Avg Bars in Trades | 54 | 99 | 10 | 54 | 99 | 10 |
Avg Bars in Winners | 24 | 40 | 4 | 24 | 40 | 4 |
Avg Bars in Losers | 142 | 445 | 20 | 142 | 445 | 20 |
Bars Traded | 24817 | 22473 | 2344 | 24817 | 22473 | 2344 |
Profit Streak | 0 | 1.1751 | 0 | 0 | 1.1751 | 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 | 304209 | 103034 | -300613 | -8899 | -47238 | -301246 |
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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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