Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258006.689 | 197838.4476 | 60168.2414 | 473264.8105 | 388095.6304 | 85169.1801 |
Total P&L (%) | 258.0067 | 197.8384 | 60.1682 | 473.2648 | 388.0956 | 85.1692 |
Avg Daily Profit (%) | 0.4954 | 0.3799 | 0.1155 | 0.3358 | 0.3049 | 0.1184 |
Buy And Hold Return (%) | 67.6635 | 67.6635 | 67.6635 | 67.6635 | 67.6635 | 67.6635 |
Max Trade Drawdown | -47369 | -41536 | -49020 | -268569 | -159228 | -273158 |
Profit Factor | 1.3938 | 1.6191 | 1.1793 | 1.2172 | 1.3757 | 1.0743 |
Total Trades | 364 | 182 | 182 | 364 | 182 | 182 |
Winning Trades | 173 | 85 | 88 | 173 | 85 | 88 |
Losing Trades | 191 | 97 | 94 | 191 | 97 | 94 |
Profitability (%) | 47.5275 | 46.7033 | 48.3516 | 47.5275 | 46.7033 | 48.3516 |
Ratio Avg Win / Avg Loss | 1.5389 | 1.8477 | 1.2597 | 1.3438 | 1.5699 | 1.1475 |
Largest Winning Trade | 86686 | 86686 | 19063 | 152952 | 152952 | 76992 |
Largest Losing Trade | -13664 | -13377 | -13664 | -77785 | -52593 | -77785 |
Avg Bars in Trades | 68 | 69 | 66 | 68 | 69 | 66 |
Avg Bars in Winners | 80 | 80 | 80 | 80 | 80 | 80 |
Avg Bars in Losers | 57 | 59 | 54 | 57 | 59 | 54 |
Bars Traded | 24765 | 12584 | 12181 | 24765 | 12584 | 12181 |
Profit Streak | 0 | 0 | 8.2922 | 0 | 0 | 8.2922 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356340 | 273287 | -227980 | 314228 | 283624 | -259214 |
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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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