Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253391.3184 | 176764.6386 | 76626.6797 | 433651.1499 | 322272.328 | 111378.8218 |
Total P&L (%) | 253.3913 | 176.7646 | 76.6267 | 433.6512 | 322.2723 | 111.3788 |
Avg Daily Profit (%) | 0.4865 | 0.3394 | 0.1471 | 0.322 | 0.277 | 0.1438 |
Buy And Hold Return (%) | 20.4547 | 20.4547 | 20.4547 | 20.4547 | 20.4547 | 20.4547 |
Max Trade Drawdown | -52383 | -39495 | -49406 | -384221 | -212340 | -192620 |
Profit Factor | 1.4366 | 1.6157 | 1.2613 | 1.1927 | 1.2868 | 1.0988 |
Total Trades | 340 | 170 | 170 | 340 | 170 | 170 |
Winning Trades | 145 | 70 | 75 | 145 | 70 | 75 |
Losing Trades | 195 | 100 | 95 | 195 | 100 | 95 |
Profitability (%) | 42.6471 | 41.1765 | 44.1176 | 42.6471 | 41.1765 | 44.1176 |
Ratio Avg Win / Avg Loss | 1.932 | 2.3081 | 1.5977 | 1.6039 | 1.8383 | 1.3918 |
Largest Winning Trade | 90748 | 90748 | 23700 | 209988 | 209988 | 83022 |
Largest Losing Trade | -12950 | -12950 | -12635 | -84697 | -84697 | -69809 |
Avg Bars in Trades | 72 | 71 | 74 | 72 | 71 | 74 |
Avg Bars in Winners | 96 | 90 | 101 | 96 | 90 | 101 |
Avg Bars in Losers | 55 | 57 | 53 | 55 | 57 | 53 |
Bars Traded | 24699 | 12081 | 12618 | 24699 | 12081 | 12618 |
Profit Streak | 0 | 5.0342 | 0 | 0 | 5.0342 | 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 | 376173 | 321210 | -651 | -472 | 232009 | -116445 |
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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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