Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286392.0492 | 209032.5141 | 77359.5351 | 672674.1354 | 456666.4406 | 216007.6949 |
Total P&L (%) | 286.392 | 209.0325 | 77.3595 | 672.6741 | 456.6664 | 216.0077 |
Avg Daily Profit (%) | 0.5499 | 0.4013 | 0.1485 | 0.3934 | 0.3302 | 0.2212 |
Buy And Hold Return (%) | 45.2978 | 45.2978 | 45.2978 | 45.2978 | 45.2978 | 45.2978 |
Max Trade Drawdown | -70085 | -63574 | -39512 | -269764 | -235300 | -127220 |
Profit Factor | 1.5436 | 1.8275 | 1.2821 | 1.3929 | 1.5493 | 1.2453 |
Total Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Winning Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Losing Trades | 164 | 83 | 81 | 164 | 83 | 81 |
Profitability (%) | 42.4561 | 41.958 | 42.9577 | 42.4561 | 41.958 | 42.9577 |
Ratio Avg Win / Avg Loss | 2.0921 | 2.5281 | 1.7024 | 1.8879 | 2.1432 | 1.6536 |
Largest Winning Trade | 86261 | 86261 | 21069 | 153539 | 153539 | 103466 |
Largest Losing Trade | -13055 | -13055 | -12175 | -99007 | -54741 | -99007 |
Avg Bars in Trades | 86 | 87 | 85 | 86 | 87 | 85 |
Avg Bars in Winners | 124 | 122 | 126 | 124 | 122 | 126 |
Avg Bars in Losers | 58 | 61 | 54 | 58 | 61 | 54 |
Bars Traded | 24625 | 12500 | 12124 | 24625 | 12500 | 12124 |
Profit Streak | 4.0438 | 5.023 | 0 | 4.0438 | 5.023 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383482 | 287240 | -6001 | 333439 | 298706 | 130976 |
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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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