Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206269.907 | 157369.0092 | 48900.8978 | 327454.6172 | 256962.3679 | 70492.2493 |
Total P&L (%) | 206.2699 | 157.369 | 48.9009 | 327.4546 | 256.9624 | 70.4922 |
Avg Daily Profit (%) | 0.396 | 0.3022 | 0.0939 | 0.2793 | 0.2446 | 0.1025 |
Buy And Hold Return (%) | 55.0247 | 55.0247 | 55.0247 | 55.0247 | 55.0247 | 55.0247 |
Max Trade Drawdown | -43280 | -33799 | -48717 | -193583 | -105782 | -207401 |
Profit Factor | 1.4317 | 1.6855 | 1.197 | 1.2481 | 1.4023 | 1.1035 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 117 | 62 | 55 | 117 | 62 | 55 |
Losing Trades | 131 | 62 | 69 | 131 | 62 | 69 |
Profitability (%) | 47.1774 | 50 | 44.3548 | 47.1774 | 50 | 44.3548 |
Ratio Avg Win / Avg Loss | 1.603 | 1.6855 | 1.5017 | 1.3975 | 1.4023 | 1.3844 |
Largest Winning Trade | 40061 | 40061 | 23794 | 81108 | 81108 | 66493 |
Largest Losing Trade | -20672 | -15659 | -20672 | -79529 | -68029 | -79529 |
Avg Bars in Trades | 99 | 97 | 101 | 99 | 97 | 101 |
Avg Bars in Winners | 115 | 112 | 118 | 115 | 112 | 118 |
Avg Bars in Losers | 85 | 83 | 88 | 85 | 83 | 88 |
Bars Traded | 24733 | 12117 | 12616 | 24733 | 12117 | 12616 |
Profit Streak | 0 | 0 | 5.0456 | 0 | 0 | 5.0456 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305353 | 275694 | -238396 | 251914 | 226471 | -243400 |
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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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