Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327871.6917 | 233811.8386 | 94059.853 | 1050623.3333 | 724759.0287 | 325864.3046 |
Total P&L (%) | 327.8717 | 233.8118 | 94.0599 | 1050.6233 | 724.759 | 325.8643 |
Avg Daily Profit (%) | 0.6295 | 0.4489 | 0.1806 | 0.4701 | 0.4059 | 0.2786 |
Buy And Hold Return (%) | 71.8329 | 71.8329 | 71.8329 | 71.8329 | 71.8329 | 71.8329 |
Max Trade Drawdown | -53636 | -54463 | -34486 | -159701 | -165555 | -95736 |
Profit Factor | 1.54 | 1.7554 | 1.316 | 1.5797 | 1.7832 | 1.3673 |
Total Trades | 404 | 202 | 202 | 404 | 202 | 202 |
Winning Trades | 153 | 78 | 75 | 153 | 78 | 75 |
Losing Trades | 251 | 124 | 127 | 251 | 124 | 127 |
Profitability (%) | 37.8713 | 38.6139 | 37.1287 | 37.8713 | 38.6139 | 37.1287 |
Ratio Avg Win / Avg Loss | 2.5263 | 2.7906 | 2.2284 | 2.5915 | 2.8349 | 2.3153 |
Largest Winning Trade | 89635 | 89635 | 19902 | 148108 | 148108 | 85921 |
Largest Losing Trade | -10817 | -9260 | -10817 | -62307 | -40465 | -62307 |
Avg Bars in Trades | 61 | 63 | 59 | 61 | 63 | 59 |
Avg Bars in Winners | 101 | 102 | 99 | 101 | 102 | 99 |
Avg Bars in Losers | 37 | 38 | 36 | 37 | 38 | 36 |
Bars Traded | 24908 | 12789 | 12119 | 24908 | 12789 | 12119 |
Profit Streak | 4.9155 | 4.9572 | 4.9155 | 4.9155 | 4.9572 | 4.9155 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365912 | 229485 | -65198 | 402548 | 337035 | 133894 |
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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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