Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254749.7158 | 191413.0199 | 63336.6959 | 473786.3889 | 307848.7183 | 165937.6706 |
Total P&L (%) | 254.7497 | 191.413 | 63.3367 | 473.7864 | 307.8487 | 165.9377 |
Avg Daily Profit (%) | 0.4891 | 0.3675 | 0.1216 | 0.336 | 0.2703 | 0.188 |
Buy And Hold Return (%) | 48.0863 | 48.0863 | 48.0863 | 48.0863 | 48.0863 | 48.0863 |
Max Trade Drawdown | -95434 | -48889 | -67815 | -92374 | -95877 | -100614 |
Profit Factor | 1.4506 | 1.7436 | 1.2057 | 1.4333 | 1.607 | 1.2831 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Losing Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Profitability (%) | 46.6912 | 46.3235 | 47.0588 | 46.6912 | 46.3235 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.6562 | 2.0204 | 1.3564 | 1.6365 | 1.8621 | 1.4435 |
Largest Winning Trade | 75411 | 75411 | 21506 | 75529 | 75529 | 53056 |
Largest Losing Trade | -21278 | -21278 | -14025 | -71245 | -71245 | -60557 |
Avg Bars in Trades | 90 | 93 | 88 | 90 | 93 | 88 |
Avg Bars in Winners | 116 | 120 | 111 | 116 | 120 | 111 |
Avg Bars in Losers | 69 | 69 | 68 | 69 | 69 | 68 |
Bars Traded | 24748 | 12670 | 12078 | 24748 | 12670 | 12078 |
Profit Streak | 0 | 0 | 10.9567 | 0 | 0 | 10.9567 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383047 | 285360 | -99078 | 372979 | 312211 | 143147 |
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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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