Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228705.1987 | 176534.1169 | 52171.0818 | 396942.5937 | 334963.273 | 61979.3207 |
Total P&L (%) | 228.7052 | 176.5341 | 52.1711 | 396.9426 | 334.9633 | 61.9793 |
Avg Daily Profit (%) | 0.4391 | 0.3389 | 0.1002 | 0.3083 | 0.2827 | 0.0926 |
Buy And Hold Return (%) | 81.8258 | 81.8258 | 81.8258 | 81.8258 | 81.8258 | 81.8258 |
Max Trade Drawdown | -62480 | -57399 | -29366 | -191910 | -163018 | -136803 |
Profit Factor | 1.3485 | 1.552 | 1.1551 | 1.2395 | 1.4197 | 1.0721 |
Total Trades | 387 | 193 | 194 | 387 | 193 | 194 |
Winning Trades | 170 | 91 | 79 | 170 | 91 | 79 |
Losing Trades | 217 | 102 | 115 | 217 | 102 | 115 |
Profitability (%) | 43.9276 | 47.1503 | 40.7216 | 43.9276 | 47.1503 | 40.7216 |
Ratio Avg Win / Avg Loss | 1.7213 | 1.7396 | 1.6814 | 1.5822 | 1.5913 | 1.5607 |
Largest Winning Trade | 42015 | 42015 | 18839 | 87905 | 87905 | 61990 |
Largest Losing Trade | -15909 | -15909 | -15034 | -65654 | -31922 | -65654 |
Avg Bars in Trades | 63 | 66 | 60 | 63 | 66 | 60 |
Avg Bars in Winners | 83 | 77 | 90 | 83 | 77 | 90 |
Avg Bars in Losers | 48 | 56 | 40 | 48 | 56 | 40 |
Bars Traded | 24687 | 12896 | 11791 | 24687 | 12896 | 11791 |
Profit Streak | 6.0536 | 12.4286 | 6.0536 | 6.0536 | 12.4286 | 6.0536 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 292493 | 215718 | -276878 | 294055 | 302498 | -378147 |
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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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