Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233932.814 | 174538.696 | 59394.118 | 349670.4424 | 268812.5395 | 80857.9029 |
Total P&L (%) | 233.9328 | 174.5387 | 59.3941 | 349.6704 | 268.8125 | 80.8579 |
Avg Daily Profit (%) | 0.4492 | 0.3351 | 0.114 | 0.2891 | 0.2509 | 0.1138 |
Buy And Hold Return (%) | 40.7987 | 40.7987 | 40.7987 | 40.7987 | 40.7987 | 40.7987 |
Max Trade Drawdown | -82690 | -71456 | -40835 | -185932 | -157106 | -112131 |
Profit Factor | 1.3399 | 1.5026 | 1.1742 | 1.2508 | 1.3811 | 1.1174 |
Total Trades | 447 | 223 | 224 | 447 | 223 | 224 |
Winning Trades | 191 | 91 | 100 | 191 | 91 | 100 |
Losing Trades | 256 | 132 | 124 | 256 | 132 | 124 |
Profitability (%) | 42.7293 | 40.8072 | 44.6429 | 42.7293 | 40.8072 | 44.6429 |
Ratio Avg Win / Avg Loss | 1.7959 | 2.1795 | 1.456 | 1.6765 | 2.0033 | 1.3856 |
Largest Winning Trade | 76718 | 76718 | 21231 | 83312 | 83312 | 62807 |
Largest Losing Trade | -16774 | -16774 | -13466 | -58776 | -39580 | -58776 |
Avg Bars in Trades | 55 | 55 | 55 | 55 | 55 | 55 |
Avg Bars in Winners | 76 | 75 | 76 | 76 | 75 | 76 |
Avg Bars in Losers | 40 | 42 | 38 | 40 | 42 | 38 |
Bars Traded | 24875 | 12425 | 12450 | 24875 | 12425 | 12450 |
Profit Streak | 0 | 6.3789 | 0 | 0 | 6.3789 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334265 | 247205 | -95675 | 295797 | 255795 | -141450 |
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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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