Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240438.7971 | 179692.3501 | 60746.447 | 489309.6112 | 394481.4761 | 94828.135 |
Total P&L (%) | 240.4388 | 179.6924 | 60.7464 | 489.3096 | 394.4815 | 94.8281 |
Avg Daily Profit (%) | 0.4616 | 0.345 | 0.1166 | 0.3411 | 0.3074 | 0.1281 |
Buy And Hold Return (%) | 82.2845 | 82.2845 | 82.2845 | 82.2845 | 82.2845 | 82.2845 |
Max Trade Drawdown | -51010 | -37606 | -74401 | -103834 | -99543 | -117879 |
Profit Factor | 1.3668 | 1.5664 | 1.1796 | 1.352 | 1.6177 | 1.1262 |
Total Trades | 367 | 183 | 184 | 367 | 183 | 184 |
Winning Trades | 153 | 74 | 79 | 153 | 74 | 79 |
Losing Trades | 214 | 109 | 105 | 214 | 109 | 105 |
Profitability (%) | 41.6894 | 40.4372 | 42.9348 | 41.6894 | 40.4372 | 42.9348 |
Ratio Avg Win / Avg Loss | 1.9117 | 2.3072 | 1.5678 | 1.8911 | 2.3829 | 1.4968 |
Largest Winning Trade | 37904 | 37904 | 22805 | 78375 | 78375 | 51865 |
Largest Losing Trade | -14203 | -11908 | -14203 | -44367 | -24952 | -44367 |
Avg Bars in Trades | 67 | 68 | 65 | 67 | 68 | 65 |
Avg Bars in Winners | 93 | 94 | 93 | 93 | 94 | 93 |
Avg Bars in Losers | 47 | 50 | 45 | 47 | 50 | 45 |
Bars Traded | 24591 | 12510 | 12081 | 24591 | 12510 | 12081 |
Profit Streak | 6.8988 | 7.0863 | 6.8988 | 6.8988 | 7.0863 | 6.8988 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 271954 | 101445 | -227165 | 320841 | 247790 | -224242 |
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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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