Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278032.2978 | 211394.6847 | 66637.6131 | 585267.581 | 488028.9914 | 97238.5897 |
Total P&L (%) | 278.0323 | 211.3947 | 66.6376 | 585.2676 | 488.029 | 97.2386 |
Avg Daily Profit (%) | 0.5338 | 0.4059 | 0.1279 | 0.3702 | 0.3407 | 0.1305 |
Buy And Hold Return (%) | 82.0064 | 82.0064 | 82.0064 | 82.0064 | 82.0064 | 82.0064 |
Max Trade Drawdown | -56669 | -62466 | -38836 | -270347 | -271060 | -156454 |
Profit Factor | 1.416 | 1.6187 | 1.204 | 1.251 | 1.4096 | 1.0853 |
Total Trades | 462 | 231 | 231 | 462 | 231 | 231 |
Winning Trades | 203 | 100 | 103 | 203 | 100 | 103 |
Losing Trades | 259 | 131 | 128 | 259 | 131 | 128 |
Profitability (%) | 43.9394 | 43.29 | 44.5887 | 43.9394 | 43.29 | 44.5887 |
Ratio Avg Win / Avg Loss | 1.8066 | 2.1205 | 1.4962 | 1.596 | 1.8465 | 1.3487 |
Largest Winning Trade | 91195 | 91195 | 16966 | 237475 | 237475 | 64574 |
Largest Losing Trade | -12991 | -9427 | -12991 | -71747 | -43059 | -71747 |
Avg Bars in Trades | 53 | 53 | 54 | 53 | 53 | 54 |
Avg Bars in Winners | 75 | 74 | 75 | 75 | 74 | 75 |
Avg Bars in Losers | 36 | 36 | 37 | 36 | 36 | 37 |
Bars Traded | 24840 | 12253 | 12587 | 24840 | 12253 | 12587 |
Profit Streak | 3.6665 | 0 | 7.604 | 3.6665 | 0 | 7.604 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308680 | 231618 | -189373 | 336537 | 268711 | -254425 |
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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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