Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251259.4379 | 198654.5009 | 52604.937 | 458702.9982 | 399438.3747 | 59264.6235 |
Total P&L (%) | 251.2594 | 198.6545 | 52.6049 | 458.703 | 399.4384 | 59.2646 |
Avg Daily Profit (%) | 0.4824 | 0.3814 | 0.101 | 0.3309 | 0.3093 | 0.0894 |
Buy And Hold Return (%) | 77.3889 | 77.3889 | 77.3889 | 77.3889 | 77.3889 | 77.3889 |
Max Trade Drawdown | -56376 | -51038 | -40427 | -201423 | -209213 | -254947 |
Profit Factor | 1.4805 | 1.7503 | 1.2038 | 1.2512 | 1.4506 | 1.0631 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 123 | 60 | 63 | 123 | 60 | 63 |
Losing Trades | 131 | 67 | 64 | 131 | 67 | 64 |
Profitability (%) | 48.4252 | 47.2441 | 49.6063 | 48.4252 | 47.2441 | 49.6063 |
Ratio Avg Win / Avg Loss | 1.5767 | 1.9544 | 1.2229 | 1.3326 | 1.6198 | 1.0799 |
Largest Winning Trade | 85119 | 85119 | 22060 | 151237 | 151237 | 77064 |
Largest Losing Trade | -17168 | -10863 | -17168 | -107969 | -45414 | -107969 |
Avg Bars in Trades | 97 | 99 | 96 | 97 | 99 | 96 |
Avg Bars in Winners | 120 | 122 | 117 | 120 | 122 | 117 |
Avg Bars in Losers | 76 | 78 | 74 | 76 | 78 | 74 |
Bars Traded | 24771 | 12576 | 12195 | 24771 | 12576 | 12195 |
Profit Streak | 5.1163 | 12.1996 | 5.1163 | 5.1163 | 12.1996 | 5.1163 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387777 | 311352 | -224643 | 329070 | 327577 | -390757 |
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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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