Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241332.2332 | 184649.574 | 56682.6592 | 374570.4873 | 248471.5654 | 126098.922 |
Total P&L (%) | 241.3322 | 184.6496 | 56.6827 | 374.5705 | 248.4716 | 126.0989 |
Avg Daily Profit (%) | 0.4634 | 0.3545 | 0.1088 | 0.2994 | 0.24 | 0.1568 |
Buy And Hold Return (%) | 48.5906 | 48.5906 | 48.5906 | 48.5906 | 48.5906 | 48.5906 |
Max Trade Drawdown | -50703 | -46662 | -37073 | -225879 | -194980 | -149255 |
Profit Factor | 1.3981 | 1.5834 | 1.1957 | 1.2082 | 1.2519 | 1.1551 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 171 | 82 | 89 | 171 | 82 | 89 |
Losing Trades | 181 | 94 | 87 | 181 | 94 | 87 |
Profitability (%) | 48.5795 | 46.5909 | 50.5682 | 48.5795 | 46.5909 | 50.5682 |
Ratio Avg Win / Avg Loss | 1.4799 | 1.8151 | 1.1689 | 1.2788 | 1.4351 | 1.1291 |
Largest Winning Trade | 99912 | 99912 | 22913 | 160469 | 160469 | 66068 |
Largest Losing Trade | -15857 | -15857 | -13955 | -70942 | -70942 | -50421 |
Avg Bars in Trades | 70 | 70 | 71 | 70 | 70 | 71 |
Avg Bars in Winners | 81 | 79 | 83 | 81 | 79 | 83 |
Avg Bars in Losers | 60 | 61 | 58 | 60 | 61 | 58 |
Bars Traded | 24855 | 12345 | 12510 | 24855 | 12345 | 12510 |
Profit Streak | 0 | 0 | 4.5445 | 0 | 0 | 4.5445 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356828 | 285847 | -166738 | 313662 | 178809 | -45981 |
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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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