Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285744.3788 | 212384.6723 | 73359.7065 | 615050.4319 | 437045.9927 | 178004.4392 |
Total P&L (%) | 285.7444 | 212.3847 | 73.3597 | 615.0504 | 437.046 | 178.0044 |
Avg Daily Profit (%) | 0.5486 | 0.4078 | 0.1409 | 0.3784 | 0.3233 | 0.1965 |
Buy And Hold Return (%) | 48.5906 | 48.5906 | 48.5906 | 48.5906 | 48.5906 | 48.5906 |
Max Trade Drawdown | -73269 | -66624 | -33320 | -395715 | -354626 | -186542 |
Profit Factor | 1.4739 | 1.7239 | 1.237 | 1.2801 | 1.4024 | 1.1605 |
Total Trades | 311 | 156 | 155 | 311 | 156 | 155 |
Winning Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Losing Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Profitability (%) | 40.1929 | 40.3846 | 40 | 40.1929 | 40.3846 | 40 |
Ratio Avg Win / Avg Loss | 2.1931 | 2.5447 | 1.8554 | 1.9049 | 2.0702 | 1.7407 |
Largest Winning Trade | 98138 | 98138 | 19561 | 172473 | 172473 | 90517 |
Largest Losing Trade | -12128 | -10794 | -12128 | -76241 | -60287 | -76241 |
Avg Bars in Trades | 79 | 80 | 78 | 79 | 80 | 78 |
Avg Bars in Winners | 115 | 112 | 118 | 115 | 112 | 118 |
Avg Bars in Losers | 55 | 59 | 51 | 55 | 59 | 51 |
Bars Traded | 24759 | 12598 | 12161 | 24759 | 12598 | 12161 |
Profit Streak | 0 | 0 | 12.3847 | 0 | 0 | 12.3847 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336810 | 242119 | -17468 | 283680 | 232159 | -40954 |
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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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