Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148101.4054 | 120923.3903 | 27178.0151 | 95063.5893 | 80452.5914 | 14610.9979 |
Total P&L (%) | 148.1014 | 120.9234 | 27.178 | 95.0636 | 80.4526 | 14.611 |
Avg Daily Profit (%) | 0.2844 | 0.2322 | 0.0522 | 0.1284 | 0.1134 | 0.0262 |
Buy And Hold Return (%) | 21.1159 | 21.1159 | 21.1159 | 21.1159 | 21.1159 | 21.1159 |
Max Trade Drawdown | -58842 | -50474 | -38226 | -169174 | -141169 | -83115 |
Profit Factor | 1.275 | 1.4399 | 1.1031 | 1.0907 | 1.1492 | 1.0287 |
Total Trades | 454 | 227 | 227 | 454 | 227 | 227 |
Winning Trades | 203 | 103 | 100 | 203 | 103 | 100 |
Losing Trades | 251 | 124 | 127 | 251 | 124 | 127 |
Profitability (%) | 44.7137 | 45.3744 | 44.0529 | 44.7137 | 45.3744 | 44.0529 |
Ratio Avg Win / Avg Loss | 1.5765 | 1.7335 | 1.4009 | 1.3486 | 1.3835 | 1.3065 |
Largest Winning Trade | 120731 | 120731 | 22270 | 142492 | 142492 | 49796 |
Largest Losing Trade | -16809 | -16809 | -10320 | -50874 | -50874 | -34829 |
Avg Bars in Trades | 54 | 51 | 57 | 54 | 51 | 57 |
Avg Bars in Winners | 75 | 72 | 79 | 75 | 72 | 79 |
Avg Bars in Losers | 36 | 33 | 39 | 36 | 33 | 39 |
Bars Traded | 24611 | 11604 | 13007 | 24611 | 11604 | 13007 |
Profit Streak | 0 | 3.6056 | 0 | 0 | 3.6056 | 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 | 328770 | 243988 | -309063 | -144393 | -102760 | -514828 |
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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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