Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279432.4311 | 209429.8943 | 70002.5368 | 674319.5283 | 505621.9702 | 168697.5581 |
Total P&L (%) | 279.4324 | 209.4299 | 70.0025 | 674.3195 | 505.622 | 168.6976 |
Avg Daily Profit (%) | 0.5365 | 0.4021 | 0.1344 | 0.3938 | 0.3464 | 0.19 |
Buy And Hold Return (%) | 77.136 | 77.136 | 77.136 | 77.136 | 77.136 | 77.136 |
Max Trade Drawdown | -65833 | -48619 | -48557 | -113333 | -98267 | -122060 |
Profit Factor | 1.4995 | 1.7632 | 1.2456 | 1.5474 | 1.8021 | 1.2805 |
Total Trades | 327 | 164 | 163 | 327 | 164 | 163 |
Winning Trades | 123 | 60 | 63 | 123 | 60 | 63 |
Losing Trades | 204 | 104 | 100 | 204 | 104 | 100 |
Profitability (%) | 37.6147 | 36.5854 | 38.6503 | 37.6147 | 36.5854 | 38.6503 |
Ratio Avg Win / Avg Loss | 2.487 | 3.0562 | 1.9772 | 2.5665 | 3.1236 | 2.0326 |
Largest Winning Trade | 69834 | 69834 | 18825 | 116854 | 116854 | 79038 |
Largest Losing Trade | -12965 | -12256 | -12965 | -84524 | -26918 | -84524 |
Avg Bars in Trades | 75 | 79 | 71 | 75 | 79 | 71 |
Avg Bars in Winners | 121 | 118 | 124 | 121 | 118 | 124 |
Avg Bars in Losers | 47 | 56 | 37 | 47 | 56 | 37 |
Bars Traded | 24585 | 12972 | 11613 | 24585 | 12972 | 11613 |
Profit Streak | 5.6509 | 6.0884 | 0 | 5.6509 | 6.0884 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 265751 | 163494 | -183197 | 339445 | 274491 | -1715 |
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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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