Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262788.4674 | 204053.1882 | 58735.2792 | 470042.6702 | 341986.615 | 128056.0551 |
Total P&L (%) | 262.7885 | 204.0532 | 58.7353 | 470.0427 | 341.9866 | 128.0561 |
Avg Daily Profit (%) | 0.5046 | 0.3918 | 0.1128 | 0.3347 | 0.2857 | 0.1584 |
Buy And Hold Return (%) | 87.1401 | 87.1401 | 87.1401 | 87.1401 | 87.1401 | 87.1401 |
Max Trade Drawdown | -42881 | -41165 | -47509 | -181110 | -140467 | -126480 |
Profit Factor | 1.4098 | 1.6751 | 1.1732 | 1.2509 | 1.3998 | 1.1258 |
Total Trades | 391 | 195 | 196 | 391 | 195 | 196 |
Winning Trades | 181 | 86 | 95 | 181 | 86 | 95 |
Losing Trades | 210 | 109 | 101 | 210 | 109 | 101 |
Profitability (%) | 46.2916 | 44.1026 | 48.4694 | 46.2916 | 44.1026 | 48.4694 |
Ratio Avg Win / Avg Loss | 1.6356 | 2.1231 | 1.2473 | 1.4513 | 1.7742 | 1.1969 |
Largest Winning Trade | 101934 | 101934 | 19474 | 140658 | 140658 | 63702 |
Largest Losing Trade | -16835 | -16835 | -13617 | -59271 | -59271 | -55502 |
Avg Bars in Trades | 63 | 63 | 62 | 63 | 63 | 62 |
Avg Bars in Winners | 79 | 82 | 77 | 79 | 82 | 77 |
Avg Bars in Losers | 48 | 48 | 48 | 48 | 48 | 48 |
Bars Traded | 24663 | 12429 | 12234 | 24663 | 12429 | 12234 |
Profit Streak | 7.1296 | 11.4421 | 7.1296 | 7.1296 | 11.4421 | 7.1296 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366342 | 250088 | -238194 | 312101 | 251793 | -94593 |
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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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