Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212316.201 | 157429.7722 | 54886.4288 | 258070.4358 | 174937.068 | 83133.3678 |
Total P&L (%) | 212.3162 | 157.4298 | 54.8864 | 258.0704 | 174.9371 | 83.1334 |
Avg Daily Profit (%) | 0.4077 | 0.3023 | 0.1054 | 0.2452 | 0.1944 | 0.1162 |
Buy And Hold Return (%) | 10.5666 | 10.5666 | 10.5666 | 10.5666 | 10.5666 | 10.5666 |
Max Trade Drawdown | -63270 | -62028 | -40610 | -181417 | -202521 | -162336 |
Profit Factor | 1.3533 | 1.5115 | 1.1873 | 1.1609 | 1.2133 | 1.1061 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 126 | 62 | 64 | 126 | 62 | 64 |
Losing Trades | 178 | 90 | 88 | 178 | 90 | 88 |
Profitability (%) | 41.4474 | 40.7895 | 42.1053 | 41.4474 | 40.7895 | 42.1053 |
Ratio Avg Win / Avg Loss | 1.9119 | 2.1941 | 1.6325 | 1.6401 | 1.7612 | 1.5209 |
Largest Winning Trade | 93465 | 93465 | 19018 | 137700 | 137700 | 54266 |
Largest Losing Trade | -13616 | -12121 | -13616 | -56418 | -45132 | -56418 |
Avg Bars in Trades | 81 | 84 | 77 | 81 | 84 | 77 |
Avg Bars in Winners | 107 | 110 | 104 | 107 | 110 | 104 |
Avg Bars in Losers | 62 | 66 | 58 | 62 | 66 | 58 |
Bars Traded | 24676 | 12821 | 11855 | 24676 | 12821 | 11855 |
Profit Streak | 0 | 2.6436 | 0 | 0 | 2.6436 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310027 | 201261 | -70313 | -36684 | 102456 | -143892 |
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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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