Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290889.935 | 215423.5987 | 75466.3363 | 736726.6936 | 528407.7588 | 208318.9348 |
Total P&L (%) | 290.8899 | 215.4236 | 75.4663 | 736.7267 | 528.4078 | 208.3189 |
Avg Daily Profit (%) | 0.5585 | 0.4136 | 0.1449 | 0.4087 | 0.3535 | 0.2164 |
Buy And Hold Return (%) | 57.5288 | 57.5288 | 57.5288 | 57.5288 | 57.5288 | 57.5288 |
Max Trade Drawdown | -78412 | -51048 | -61989 | -151133 | -154981 | -148002 |
Profit Factor | 1.5894 | 1.9372 | 1.2862 | 1.5124 | 1.7698 | 1.2773 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Losing Trades | 126 | 62 | 64 | 126 | 62 | 64 |
Profitability (%) | 46.6102 | 47.4576 | 45.7627 | 46.6102 | 47.4576 | 45.7627 |
Ratio Avg Win / Avg Loss | 1.8206 | 2.1448 | 1.5244 | 1.7324 | 1.9594 | 1.5138 |
Largest Winning Trade | 69388 | 69388 | 22304 | 138134 | 138134 | 63098 |
Largest Losing Trade | -28732 | -28732 | -15411 | -91697 | -47536 | -91697 |
Avg Bars in Trades | 104 | 110 | 99 | 104 | 110 | 99 |
Avg Bars in Winners | 134 | 130 | 138 | 134 | 130 | 138 |
Avg Bars in Losers | 79 | 92 | 66 | 79 | 92 | 66 |
Bars Traded | 24764 | 13035 | 11729 | 24764 | 13035 | 11729 |
Profit Streak | 0 | 6.1533 | 0 | 0 | 6.1533 | 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 | 421242 | 344651 | -69731 | 419852 | 417702 | 136847 |
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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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