Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190724.3559 | 142404.747 | 48319.609 | 215900.2184 | 164997.1563 | 50903.0621 |
Total P&L (%) | 190.7244 | 142.4047 | 48.3196 | 215.9002 | 164.9972 | 50.9031 |
Avg Daily Profit (%) | 0.3662 | 0.2734 | 0.0928 | 0.2211 | 0.1873 | 0.079 |
Buy And Hold Return (%) | 26.5797 | 26.5797 | 26.5797 | 26.5797 | 26.5797 | 26.5797 |
Max Trade Drawdown | -65897 | -40488 | -47943 | -309494 | -153832 | -225014 |
Profit Factor | 1.288 | 1.4221 | 1.1487 | 1.1131 | 1.1697 | 1.0544 |
Total Trades | 428 | 214 | 214 | 428 | 214 | 214 |
Winning Trades | 205 | 98 | 107 | 205 | 98 | 107 |
Losing Trades | 223 | 116 | 107 | 223 | 116 | 107 |
Profitability (%) | 47.8972 | 45.7944 | 50 | 47.8972 | 45.7944 | 50 |
Ratio Avg Win / Avg Loss | 1.4011 | 1.6833 | 1.1487 | 1.2109 | 1.3845 | 1.0544 |
Largest Winning Trade | 88131 | 88131 | 24388 | 136892 | 136892 | 52060 |
Largest Losing Trade | -15785 | -15785 | -11763 | -60008 | -60008 | -58716 |
Avg Bars in Trades | 57 | 57 | 57 | 57 | 57 | 57 |
Avg Bars in Winners | 66 | 66 | 66 | 66 | 66 | 66 |
Avg Bars in Losers | 49 | 50 | 48 | 49 | 50 | 48 |
Bars Traded | 24688 | 12389 | 12299 | 24688 | 12389 | 12299 |
Profit Streak | 0 | 5.8741 | 0 | 0 | 5.8741 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356486 | 293572 | -134164 | -87451 | -27841 | -255611 |
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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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