Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308384.1661 | 231314.0821 | 77070.084 | 799423.8575 | 494166.1637 | 305257.6938 |
Total P&L (%) | 308.3842 | 231.3141 | 77.0701 | 799.4239 | 494.1662 | 305.2577 |
Avg Daily Profit (%) | 0.5921 | 0.4441 | 0.148 | 0.4226 | 0.3427 | 0.269 |
Buy And Hold Return (%) | 80.6714 | 80.6714 | 80.6714 | 80.6714 | 80.6714 | 80.6714 |
Max Trade Drawdown | -47596 | -38018 | -29300 | -449877 | -365469 | -246701 |
Profit Factor | 1.4809 | 1.7133 | 1.2431 | 1.2306 | 1.2689 | 1.1874 |
Total Trades | 388 | 194 | 194 | 388 | 194 | 194 |
Winning Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Losing Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Profitability (%) | 47.4227 | 47.4227 | 47.4227 | 47.4227 | 47.4227 | 47.4227 |
Ratio Avg Win / Avg Loss | 1.6419 | 1.8995 | 1.3782 | 1.3644 | 1.4068 | 1.3165 |
Largest Winning Trade | 86111 | 86111 | 29741 | 229498 | 225524 | 229498 |
Largest Losing Trade | -18238 | -18238 | -13819 | -165273 | -165273 | -120416 |
Avg Bars in Trades | 63 | 65 | 62 | 63 | 65 | 62 |
Avg Bars in Winners | 72 | 71 | 72 | 72 | 71 | 72 |
Avg Bars in Losers | 56 | 59 | 52 | 56 | 59 | 52 |
Bars Traded | 24794 | 12723 | 12071 | 24794 | 12723 | 12071 |
Profit Streak | 0 | 12.4607 | 0 | 0 | 12.4607 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408603 | 367826 | -162657 | 362069 | 311165 | -9688 |
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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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