Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283684.6177 | 212349.7977 | 71334.82 | 780351.7344 | 618005.4908 | 162346.2436 |
Total P&L (%) | 283.6846 | 212.3498 | 71.3348 | 780.3517 | 618.0055 | 162.3462 |
Avg Daily Profit (%) | 0.5447 | 0.4077 | 0.137 | 0.4185 | 0.3792 | 0.1854 |
Buy And Hold Return (%) | 50.3494 | 50.3494 | 50.3494 | 50.3494 | 50.3494 | 50.3494 |
Max Trade Drawdown | -50884 | -22034 | -65205 | -362752 | -196421 | -232567 |
Profit Factor | 1.7231 | 2.2434 | 1.322 | 1.4811 | 1.8831 | 1.176 |
Total Trades | 301 | 151 | 150 | 301 | 151 | 150 |
Winning Trades | 129 | 72 | 57 | 129 | 72 | 57 |
Losing Trades | 172 | 79 | 93 | 172 | 79 | 93 |
Profitability (%) | 42.8571 | 47.6821 | 38 | 42.8571 | 47.6821 | 38 |
Ratio Avg Win / Avg Loss | 2.2975 | 2.4615 | 2.157 | 1.9748 | 2.0662 | 1.9188 |
Largest Winning Trade | 83667 | 83667 | 32944 | 185908 | 185908 | 131398 |
Largest Losing Trade | -9662 | -9329 | -9662 | -82800 | -82800 | -58978 |
Avg Bars in Trades | 80 | 40 | 120 | 80 | 40 | 120 |
Avg Bars in Winners | 128 | 57 | 218 | 128 | 57 | 218 |
Avg Bars in Losers | 43 | 25 | 59 | 43 | 25 | 59 |
Bars Traded | 24160 | 6136 | 18024 | 24160 | 6136 | 18024 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401403 | 374509 | -49971 | 375640 | 428749 | -26213 |
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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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