Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274789.6899 | 198039.9977 | 76749.6922 | 632857.4878 | 458644.4322 | 174213.0556 |
Total P&L (%) | 274.7897 | 198.04 | 76.7497 | 632.8575 | 458.6444 | 174.2131 |
Avg Daily Profit (%) | 0.5276 | 0.3802 | 0.1474 | 0.3832 | 0.3309 | 0.1939 |
Buy And Hold Return (%) | 51.3116 | 51.3116 | 51.3116 | 51.3116 | 51.3116 | 51.3116 |
Max Trade Drawdown | -42672 | -50876 | -42957 | -171914 | -201771 | -105560 |
Profit Factor | 1.5171 | 1.7886 | 1.2738 | 1.368 | 1.5615 | 1.193 |
Total Trades | 302 | 151 | 151 | 302 | 151 | 151 |
Winning Trades | 124 | 63 | 61 | 124 | 63 | 61 |
Losing Trades | 178 | 88 | 90 | 178 | 88 | 90 |
Profitability (%) | 41.0596 | 41.7219 | 40.3974 | 41.0596 | 41.7219 | 40.3974 |
Ratio Avg Win / Avg Loss | 2.1777 | 2.4984 | 1.8794 | 1.9638 | 2.1811 | 1.7601 |
Largest Winning Trade | 80491 | 80491 | 20056 | 131732 | 131732 | 87432 |
Largest Losing Trade | -12873 | -12873 | -12260 | -71892 | -46692 | -71892 |
Avg Bars in Trades | 81 | 84 | 78 | 81 | 84 | 78 |
Avg Bars in Winners | 121 | 120 | 122 | 121 | 120 | 122 |
Avg Bars in Losers | 53 | 59 | 48 | 53 | 59 | 48 |
Bars Traded | 24682 | 12821 | 11862 | 24682 | 12821 | 11862 |
Profit Streak | 0 | 5.5809 | 0 | 0 | 5.5809 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337678 | 264942 | -10900 | 314912 | 312655 | -6406 |
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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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