Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255904.8878 | 189607.8999 | 66296.9879 | 602473.6761 | 448170.2577 | 154303.4185 |
Total P&L (%) | 255.9049 | 189.6079 | 66.297 | 602.4737 | 448.1703 | 154.3034 |
Avg Daily Profit (%) | 0.4913 | 0.364 | 0.1273 | 0.375 | 0.3272 | 0.1794 |
Buy And Hold Return (%) | 90.4768 | 90.4768 | 90.4768 | 90.4768 | 90.4768 | 90.4768 |
Max Trade Drawdown | -65360 | -49747 | -46970 | -226561 | -150813 | -146092 |
Profit Factor | 1.3245 | 1.4859 | 1.1664 | 1.2562 | 1.3718 | 1.1346 |
Total Trades | 599 | 300 | 299 | 599 | 300 | 299 |
Winning Trades | 299 | 153 | 146 | 299 | 153 | 146 |
Losing Trades | 300 | 147 | 153 | 300 | 147 | 153 |
Profitability (%) | 49.9165 | 51 | 48.8294 | 49.9165 | 51 | 48.8294 |
Ratio Avg Win / Avg Loss | 1.3289 | 1.4276 | 1.2224 | 1.2604 | 1.318 | 1.189 |
Largest Winning Trade | 32081 | 32081 | 14732 | 100180 | 100180 | 80061 |
Largest Losing Trade | -15877 | -11796 | -15877 | -68646 | -68646 | -47423 |
Avg Bars in Trades | 41 | 43 | 39 | 41 | 43 | 39 |
Avg Bars in Winners | 43 | 43 | 43 | 43 | 43 | 43 |
Avg Bars in Losers | 39 | 43 | 35 | 39 | 43 | 35 |
Bars Traded | 24832 | 13028 | 11804 | 24832 | 13028 | 11804 |
Profit Streak | 3.3046 | 3.3046 | 5.9296 | 3.3046 | 3.3046 | 5.9296 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331321 | 133396 | -224741 | 404792 | 272527 | -72325 |
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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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