Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282498.7277 | 206188.0836 | 76310.6441 | 630214.892 | 430700.6525 | 199514.2394 |
Total P&L (%) | 282.4987 | 206.1881 | 76.3106 | 630.2149 | 430.7007 | 199.5142 |
Avg Daily Profit (%) | 0.5424 | 0.3959 | 0.1465 | 0.3825 | 0.321 | 0.2108 |
Buy And Hold Return (%) | 50.7481 | 50.7481 | 50.7481 | 50.7481 | 50.7481 | 50.7481 |
Max Trade Drawdown | -75312 | -56855 | -56282 | -126694 | -118674 | -112633 |
Profit Factor | 1.4444 | 1.6716 | 1.2322 | 1.4578 | 1.6553 | 1.2773 |
Total Trades | 357 | 179 | 178 | 357 | 179 | 178 |
Winning Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Losing Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Profitability (%) | 40.6162 | 40.7821 | 40.4494 | 40.6162 | 40.7821 | 40.4494 |
Ratio Avg Win / Avg Loss | 2.1118 | 2.4272 | 1.814 | 2.1314 | 2.4035 | 1.8805 |
Largest Winning Trade | 91282 | 91282 | 20461 | 88025 | 88025 | 54993 |
Largest Losing Trade | -11042 | -8929 | -11042 | -53657 | -53657 | -49591 |
Avg Bars in Trades | 69 | 70 | 67 | 69 | 70 | 67 |
Avg Bars in Winners | 105 | 107 | 104 | 105 | 107 | 104 |
Avg Bars in Losers | 44 | 45 | 42 | 44 | 45 | 42 |
Bars Traded | 24778 | 12703 | 12075 | 24778 | 12703 | 12075 |
Profit Streak | 0 | 0 | 12.7355 | 0 | 0 | 12.7355 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335439 | 234857 | -9691 | 338573 | 288659 | 131863 |
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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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