Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248763.4043 | 181579.3454 | 67184.0588 | 543038.5543 | 424310.4746 | 118728.0797 |
Total P&L (%) | 248.7634 | 181.5793 | 67.1841 | 543.0386 | 424.3105 | 118.7281 |
Avg Daily Profit (%) | 0.4776 | 0.3486 | 0.129 | 0.358 | 0.3186 | 0.1504 |
Buy And Hold Return (%) | 84.9741 | 84.9741 | 84.9741 | 84.9741 | 84.9741 | 84.9741 |
Max Trade Drawdown | -39275 | -29388 | -45516 | -211529 | -140057 | -247505 |
Profit Factor | 1.5086 | 1.8461 | 1.2447 | 1.3366 | 1.6304 | 1.1262 |
Total Trades | 315 | 157 | 158 | 315 | 157 | 158 |
Winning Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Losing Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Profitability (%) | 51.746 | 51.5924 | 51.8987 | 51.746 | 51.5924 | 51.8987 |
Ratio Avg Win / Avg Loss | 1.4068 | 1.7321 | 1.1537 | 1.2464 | 1.5298 | 1.0438 |
Largest Winning Trade | 76042 | 76042 | 22502 | 119989 | 119989 | 58602 |
Largest Losing Trade | -19099 | -19099 | -13307 | -82053 | -56489 | -82053 |
Avg Bars in Trades | 78 | 75 | 80 | 78 | 75 | 80 |
Avg Bars in Winners | 82 | 79 | 85 | 82 | 79 | 85 |
Avg Bars in Losers | 73 | 71 | 75 | 73 | 71 | 75 |
Bars Traded | 24613 | 11873 | 12740 | 24613 | 11873 | 12740 |
Profit Streak | 5.7619 | 11.9285 | 5.7619 | 5.7619 | 11.9285 | 5.7619 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400804 | 284181 | -185723 | 440825 | 426905 | -115539 |
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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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