Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274401.734 | 191115.7747 | 83285.9593 | 554066.272 | 410209.6261 | 143856.6459 |
Total P&L (%) | 274.4017 | 191.1158 | 83.286 | 554.0663 | 410.2096 | 143.8566 |
Avg Daily Profit (%) | 0.5269 | 0.3669 | 0.1599 | 0.3612 | 0.3134 | 0.1713 |
Buy And Hold Return (%) | 18.3273 | 18.3273 | 18.3273 | 18.3273 | 18.3273 | 18.3273 |
Max Trade Drawdown | -52137 | -50535 | -43905 | -209756 | -179619 | -181656 |
Profit Factor | 1.3954 | 1.5535 | 1.2388 | 1.2835 | 1.4302 | 1.1437 |
Total Trades | 474 | 237 | 237 | 474 | 237 | 237 |
Winning Trades | 196 | 97 | 99 | 196 | 97 | 99 |
Losing Trades | 278 | 140 | 138 | 278 | 140 | 138 |
Profitability (%) | 41.3502 | 40.9283 | 41.7722 | 41.3502 | 40.9283 | 41.7722 |
Ratio Avg Win / Avg Loss | 1.9792 | 2.2422 | 1.7268 | 1.8205 | 2.0642 | 1.5943 |
Largest Winning Trade | 91881 | 91881 | 19385 | 169423 | 169423 | 57286 |
Largest Losing Trade | -11809 | -10408 | -11809 | -47252 | -47252 | -43803 |
Avg Bars in Trades | 52 | 51 | 53 | 52 | 51 | 53 |
Avg Bars in Winners | 81 | 82 | 80 | 81 | 82 | 80 |
Avg Bars in Losers | 32 | 30 | 33 | 32 | 30 | 33 |
Bars Traded | 24914 | 12272 | 12642 | 24914 | 12272 | 12642 |
Profit Streak | 3.1378 | 3.8253 | 0 | 3.1378 | 3.8253 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349880 | 287942 | 117981 | 289303 | 244333 | -57030 |
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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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