Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293914.6171 | 197570.2702 | 96344.3469 | 701537.7456 | 405425.1118 | 296112.6337 |
Total P&L (%) | 293.9146 | 197.5703 | 96.3443 | 701.5377 | 405.4251 | 296.1126 |
Avg Daily Profit (%) | 0.5643 | 0.3793 | 0.185 | 0.4004 | 0.3116 | 0.2646 |
Buy And Hold Return (%) | 17.6305 | 17.6305 | 17.6305 | 17.6305 | 17.6305 | 17.6305 |
Max Trade Drawdown | -58952 | -61678 | -52376 | -336994 | -356466 | -157584 |
Profit Factor | 1.5357 | 1.7593 | 1.334 | 1.3106 | 1.3712 | 1.2539 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 118 | 58 | 60 | 118 | 58 | 60 |
Losing Trades | 156 | 79 | 77 | 156 | 79 | 77 |
Profitability (%) | 43.0657 | 42.3358 | 43.7956 | 43.0657 | 42.3358 | 43.7956 |
Ratio Avg Win / Avg Loss | 2.0302 | 2.3963 | 1.712 | 1.7327 | 1.8677 | 1.6092 |
Largest Winning Trade | 90367 | 90367 | 22645 | 167051 | 167051 | 109783 |
Largest Losing Trade | -15126 | -15126 | -10924 | -108479 | -108479 | -57888 |
Avg Bars in Trades | 90 | 92 | 87 | 90 | 92 | 87 |
Avg Bars in Winners | 118 | 117 | 119 | 118 | 117 | 119 |
Avg Bars in Losers | 68 | 74 | 62 | 68 | 74 | 62 |
Bars Traded | 24708 | 12731 | 11977 | 24708 | 12731 | 11977 |
Profit Streak | 0 | 2.9003 | 0 | 0 | 2.9003 | 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 | 415367 | 270261 | 169170 | 330426 | 188009 | 212909 |
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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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