Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252826.9438 | 194475.514 | 58351.4298 | 454196.0696 | 326367.5314 | 127828.5382 |
Total P&L (%) | 252.8269 | 194.4755 | 58.3514 | 454.1961 | 326.3675 | 127.8285 |
Avg Daily Profit (%) | 0.4854 | 0.3734 | 0.112 | 0.3293 | 0.2788 | 0.1582 |
Buy And Hold Return (%) | 63.477 | 63.477 | 63.477 | 63.477 | 63.477 | 63.477 |
Max Trade Drawdown | -64965 | -61530 | -42855 | -178525 | -171974 | -84812 |
Profit Factor | 1.3868 | 1.6116 | 1.1738 | 1.3165 | 1.4807 | 1.169 |
Total Trades | 369 | 184 | 185 | 369 | 184 | 185 |
Winning Trades | 158 | 85 | 73 | 158 | 85 | 73 |
Losing Trades | 211 | 99 | 112 | 211 | 99 | 112 |
Profitability (%) | 42.8184 | 46.1957 | 39.4595 | 42.8184 | 46.1957 | 39.4595 |
Ratio Avg Win / Avg Loss | 1.852 | 1.877 | 1.801 | 1.7581 | 1.7246 | 1.7936 |
Largest Winning Trade | 81226 | 81226 | 22172 | 93345 | 93345 | 57441 |
Largest Losing Trade | -19518 | -19518 | -13321 | -59449 | -30074 | -59449 |
Avg Bars in Trades | 67 | 69 | 65 | 67 | 69 | 65 |
Avg Bars in Winners | 90 | 85 | 95 | 90 | 85 | 95 |
Avg Bars in Losers | 49 | 54 | 45 | 49 | 54 | 45 |
Bars Traded | 24740 | 12715 | 12025 | 24740 | 12715 | 12025 |
Profit Streak | 9.8075 | 10.2242 | 9.8075 | 9.8075 | 10.2242 | 9.8075 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349219 | 308158 | -240549 | 366260 | 317371 | -36177 |
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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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