Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301794.8565 | 202022.0825 | 99772.774 | 957784.0762 | 530348.8982 | 427435.178 |
Total P&L (%) | 301.7949 | 202.0221 | 99.7728 | 957.7841 | 530.3489 | 427.4352 |
Avg Daily Profit (%) | 0.5795 | 0.3879 | 0.1916 | 0.4539 | 0.3541 | 0.3198 |
Buy And Hold Return (%) | 21.878 | 21.878 | 21.878 | 21.878 | 21.878 | 21.878 |
Max Trade Drawdown | -74743 | -45405 | -60601 | -341732 | -188221 | -168080 |
Profit Factor | 1.7158 | 1.9437 | 1.4807 | 1.5966 | 1.6108 | 1.58 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 115 | 59 | 56 | 115 | 59 | 56 |
Losing Trades | 109 | 53 | 56 | 109 | 53 | 56 |
Profitability (%) | 51.3393 | 52.6786 | 50 | 51.3393 | 52.6786 | 50 |
Ratio Avg Win / Avg Loss | 1.6263 | 1.746 | 1.4807 | 1.5133 | 1.447 | 1.58 |
Largest Winning Trade | 63446 | 63446 | 19853 | 172989 | 172989 | 90602 |
Largest Losing Trade | -27120 | -27120 | -17448 | -144241 | -144241 | -78476 |
Avg Bars in Trades | 110 | 113 | 107 | 110 | 113 | 107 |
Avg Bars in Winners | 128 | 132 | 124 | 128 | 132 | 124 |
Avg Bars in Losers | 91 | 91 | 90 | 91 | 91 | 90 |
Bars Traded | 24727 | 12696 | 12031 | 24727 | 12696 | 12031 |
Profit Streak | 7.0872 | 8.5247 | 7.0872 | 7.0872 | 8.5247 | 7.0872 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 592616 | 488286 | 247365 | 560207 | 429770 | 410717 |
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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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