Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168026.3657 | 128566.555 | 39459.8107 | 150069.8484 | 83604.7197 | 66465.1287 |
Total P&L (%) | 168.0264 | 128.5666 | 39.4598 | 150.0698 | 83.6047 | 66.4651 |
Avg Daily Profit (%) | 0.3226 | 0.2468 | 0.0758 | 0.1761 | 0.1167 | 0.0979 |
Buy And Hold Return (%) | 23.7715 | 23.7715 | 23.7715 | 23.7715 | 23.7715 | 23.7715 |
Max Trade Drawdown | -61235 | -53384 | -28034 | -73531 | -106632 | -54552 |
Profit Factor | 1.2482 | 1.3672 | 1.1208 | 1.1494 | 1.1554 | 1.1424 |
Total Trades | 491 | 245 | 246 | 491 | 245 | 246 |
Winning Trades | 205 | 97 | 108 | 205 | 97 | 108 |
Losing Trades | 286 | 148 | 138 | 286 | 148 | 138 |
Profitability (%) | 41.7515 | 39.5918 | 43.9024 | 41.7515 | 39.5918 | 43.9024 |
Ratio Avg Win / Avg Loss | 1.7414 | 2.086 | 1.4321 | 1.6035 | 1.7628 | 1.4598 |
Largest Winning Trade | 84306 | 84306 | 23123 | 74116 | 74116 | 28522 |
Largest Losing Trade | -13381 | -13381 | -10970 | -25346 | -25346 | -13716 |
Avg Bars in Trades | 50 | 47 | 53 | 50 | 47 | 53 |
Avg Bars in Winners | 67 | 62 | 71 | 67 | 62 | 71 |
Avg Bars in Losers | 38 | 37 | 38 | 38 | 37 | 38 |
Bars Traded | 24762 | 11650 | 13112 | 24762 | 11650 | 13112 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300125 | 168329 | -190855 | -49377 | -92213 | -131650 |
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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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