Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253309.7049 | 180743.7397 | 72565.9652 | 450995.0016 | 315080.8025 | 135914.1991 |
Total P&L (%) | 253.3097 | 180.7437 | 72.566 | 450.995 | 315.0808 | 135.9142 |
Avg Daily Profit (%) | 0.4864 | 0.347 | 0.1393 | 0.3282 | 0.2737 | 0.1649 |
Buy And Hold Return (%) | 38.9711 | 38.9711 | 38.9711 | 38.9711 | 38.9711 | 38.9711 |
Max Trade Drawdown | -64766 | -52757 | -42241 | -141426 | -127055 | -79133 |
Profit Factor | 1.3861 | 1.5567 | 1.219 | 1.346 | 1.5074 | 1.1991 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 152 | 82 | 70 | 152 | 82 | 70 |
Losing Trades | 222 | 105 | 117 | 222 | 105 | 117 |
Profitability (%) | 40.6417 | 43.8503 | 37.4332 | 40.6417 | 43.8503 | 37.4332 |
Ratio Avg Win / Avg Loss | 2.0244 | 1.9933 | 2.0374 | 1.9659 | 1.9302 | 2.0043 |
Largest Winning Trade | 89440 | 89440 | 20163 | 92454 | 92454 | 50093 |
Largest Losing Trade | -10977 | -10553 | -10977 | -36731 | -21895 | -36731 |
Avg Bars in Trades | 66 | 67 | 65 | 66 | 67 | 65 |
Avg Bars in Winners | 99 | 98 | 101 | 99 | 98 | 101 |
Avg Bars in Losers | 43 | 43 | 43 | 43 | 43 | 43 |
Bars Traded | 24880 | 12660 | 12220 | 24880 | 12660 | 12220 |
Profit Streak | 0 | 5.5818 | 0 | 0 | 5.5818 | 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 | 331324 | 293556 | -19176 | 285837 | 319728 | -751 |
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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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