Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233457.1344 | 181180.3127 | 52276.8217 | 347562.6033 | 254293.1955 | 93269.4078 |
Total P&L (%) | 233.4571 | 181.1803 | 52.2768 | 347.5626 | 254.2932 | 93.2694 |
Avg Daily Profit (%) | 0.4482 | 0.3479 | 0.1004 | 0.2882 | 0.2432 | 0.1266 |
Buy And Hold Return (%) | 49.8386 | 49.8386 | 49.8386 | 49.8386 | 49.8386 | 49.8386 |
Max Trade Drawdown | -75913 | -60626 | -51795 | -141611 | -132142 | -89009 |
Profit Factor | 1.3383 | 1.5242 | 1.1518 | 1.2826 | 1.4326 | 1.1452 |
Total Trades | 389 | 195 | 194 | 389 | 195 | 194 |
Winning Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Losing Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Profitability (%) | 43.9589 | 44.1026 | 43.8144 | 43.9589 | 44.1026 | 43.8144 |
Ratio Avg Win / Avg Loss | 1.7062 | 1.9318 | 1.477 | 1.6351 | 1.8157 | 1.4686 |
Largest Winning Trade | 88549 | 88549 | 22430 | 92042 | 92042 | 48802 |
Largest Losing Trade | -13041 | -12397 | -13041 | -37435 | -31506 | -37435 |
Avg Bars in Trades | 63 | 64 | 62 | 63 | 64 | 62 |
Avg Bars in Winners | 88 | 89 | 88 | 88 | 89 | 88 |
Avg Bars in Losers | 44 | 45 | 42 | 44 | 45 | 42 |
Bars Traded | 24781 | 12596 | 12185 | 24781 | 12596 | 12185 |
Profit Streak | 0 | 0 | 11.4901 | 0 | 0 | 11.4901 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312242 | 234235 | -264489 | 308189 | 227996 | -93950 |
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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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