Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265883.7952 | 186194.4551 | 79689.3401 | 523641.5046 | 378078.1718 | 145563.3329 |
Total P&L (%) | 265.8838 | 186.1945 | 79.6893 | 523.6415 | 378.0782 | 145.5633 |
Avg Daily Profit (%) | 0.5105 | 0.3575 | 0.153 | 0.3521 | 0.3009 | 0.1726 |
Buy And Hold Return (%) | 22.1737 | 22.1737 | 22.1737 | 22.1737 | 22.1737 | 22.1737 |
Max Trade Drawdown | -67563 | -61098 | -74681 | -175058 | -160653 | -150311 |
Profit Factor | 1.432 | 1.6004 | 1.261 | 1.3605 | 1.5221 | 1.1998 |
Total Trades | 370 | 185 | 185 | 370 | 185 | 185 |
Winning Trades | 168 | 83 | 85 | 168 | 83 | 85 |
Losing Trades | 202 | 102 | 100 | 202 | 102 | 100 |
Profitability (%) | 45.4054 | 44.8649 | 45.9459 | 45.4054 | 44.8649 | 45.9459 |
Ratio Avg Win / Avg Loss | 1.7219 | 1.9668 | 1.4835 | 1.6359 | 1.8706 | 1.4116 |
Largest Winning Trade | 75510 | 75510 | 19097 | 120669 | 120669 | 60831 |
Largest Losing Trade | -22688 | -17528 | -22688 | -66025 | -39437 | -66025 |
Avg Bars in Trades | 66 | 66 | 67 | 66 | 66 | 67 |
Avg Bars in Winners | 98 | 96 | 100 | 98 | 96 | 100 |
Avg Bars in Losers | 40 | 41 | 39 | 40 | 41 | 39 |
Bars Traded | 24743 | 12283 | 12460 | 24743 | 12283 | 12460 |
Profit Streak | 5.9479 | 5.9479 | 6.9271 | 5.9479 | 5.9479 | 6.9271 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468934 | 379515 | 123640 | 419446 | 344923 | 192710 |
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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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