Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302535.2801 | 228242.4915 | 74292.7886 | 744959.2859 | 553882.927 | 191076.3589 |
Total P&L (%) | 302.5353 | 228.2425 | 74.2928 | 744.9593 | 553.8829 | 191.0764 |
Avg Daily Profit (%) | 0.5809 | 0.4382 | 0.1426 | 0.4106 | 0.3612 | 0.2053 |
Buy And Hold Return (%) | 74.3786 | 74.3786 | 74.3786 | 74.3786 | 74.3786 | 74.3786 |
Max Trade Drawdown | -54667 | -40105 | -30772 | -549642 | -259974 | -311700 |
Profit Factor | 1.5325 | 1.8253 | 1.2548 | 1.2709 | 1.4149 | 1.135 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 159 | 76 | 83 | 159 | 76 | 83 |
Losing Trades | 213 | 110 | 103 | 213 | 110 | 103 |
Profitability (%) | 42.7419 | 40.8602 | 44.6237 | 42.7419 | 40.8602 | 44.6237 |
Ratio Avg Win / Avg Loss | 2.053 | 2.6418 | 1.5572 | 1.7025 | 2.0479 | 1.4085 |
Largest Winning Trade | 104095 | 104095 | 23221 | 258508 | 258508 | 105454 |
Largest Losing Trade | -12048 | -12048 | -10761 | -135407 | -135280 | -135407 |
Avg Bars in Trades | 66 | 66 | 67 | 66 | 66 | 67 |
Avg Bars in Winners | 89 | 87 | 91 | 89 | 87 | 91 |
Avg Bars in Losers | 49 | 51 | 47 | 49 | 51 | 47 |
Bars Traded | 24784 | 12285 | 12497 | 24784 | 12285 | 12497 |
Profit Streak | 4.063 | 8.3339 | 0 | 4.063 | 8.3339 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349991 | 269692 | -169715 | 332881 | 314419 | -70088 |
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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) |
---|