Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221904.1231 | 160288.9282 | 61615.195 | 286571.0861 | 209914.7882 | 76656.2979 |
Total P&L (%) | 221.9041 | 160.2889 | 61.6152 | 286.5711 | 209.9148 | 76.6563 |
Avg Daily Profit (%) | 0.4261 | 0.3078 | 0.1183 | 0.26 | 0.2174 | 0.1093 |
Buy And Hold Return (%) | 22.342 | 22.342 | 22.342 | 22.342 | 22.342 | 22.342 |
Max Trade Drawdown | -74249 | -67382 | -32111 | -161668 | -140398 | -71586 |
Profit Factor | 1.2934 | 1.4237 | 1.163 | 1.1996 | 1.2987 | 1.1046 |
Total Trades | 563 | 281 | 282 | 563 | 281 | 282 |
Winning Trades | 238 | 117 | 121 | 238 | 117 | 121 |
Losing Trades | 325 | 164 | 161 | 325 | 164 | 161 |
Profitability (%) | 42.2735 | 41.637 | 42.9078 | 42.2735 | 41.637 | 42.9078 |
Ratio Avg Win / Avg Loss | 1.7662 | 1.9956 | 1.5475 | 1.6381 | 1.8204 | 1.4697 |
Largest Winning Trade | 89153 | 89153 | 21195 | 86291 | 86291 | 68153 |
Largest Losing Trade | -12127 | -10347 | -12127 | -60855 | -24445 | -60855 |
Avg Bars in Trades | 44 | 42 | 45 | 44 | 42 | 45 |
Avg Bars in Winners | 60 | 59 | 60 | 60 | 59 | 60 |
Avg Bars in Losers | 31 | 29 | 34 | 31 | 29 | 34 |
Bars Traded | 24774 | 11880 | 12894 | 24774 | 11880 | 12894 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362732 | 273106 | -80930 | 274957 | 217801 | -157676 |
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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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