Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308322.4337 | 227811.9403 | 80510.4933 | 862880.806 | 690205.1962 | 172675.6097 |
Total P&L (%) | 308.3224 | 227.8119 | 80.5105 | 862.8808 | 690.2052 | 172.6756 |
Avg Daily Profit (%) | 0.592 | 0.4374 | 0.1546 | 0.4358 | 0.3977 | 0.1928 |
Buy And Hold Return (%) | 62.4256 | 62.4256 | 62.4256 | 62.4256 | 62.4256 | 62.4256 |
Max Trade Drawdown | -35539 | -39221 | -31084 | -195151 | -176795 | -198198 |
Profit Factor | 1.5146 | 1.7739 | 1.2641 | 1.3791 | 1.6199 | 1.1485 |
Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
Winning Trades | 136 | 64 | 72 | 136 | 64 | 72 |
Losing Trades | 208 | 108 | 100 | 208 | 108 | 100 |
Profitability (%) | 39.5349 | 37.2093 | 41.8605 | 39.5349 | 37.2093 | 41.8605 |
Ratio Avg Win / Avg Loss | 2.3164 | 2.9934 | 1.7557 | 2.1093 | 2.7335 | 1.5952 |
Largest Winning Trade | 84232 | 84232 | 23490 | 182609 | 182609 | 75716 |
Largest Losing Trade | -10933 | -9775 | -10933 | -79634 | -45691 | -79634 |
Avg Bars in Trades | 71 | 73 | 70 | 71 | 73 | 70 |
Avg Bars in Winners | 109 | 112 | 106 | 109 | 112 | 106 |
Avg Bars in Losers | 47 | 50 | 44 | 47 | 50 | 44 |
Bars Traded | 24747 | 12655 | 12092 | 24747 | 12655 | 12092 |
Profit Streak | 4.7977 | 8.9019 | 0 | 4.7977 | 8.9019 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351965 | 230385 | -70828 | 339060 | 313685 | -55163 |
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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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