Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247066.0809 | 180650.3806 | 66415.7003 | 448868.2359 | 304624.9743 | 144243.2617 |
Total P&L (%) | 247.0661 | 180.6504 | 66.4157 | 448.8682 | 304.625 | 144.2433 |
Avg Daily Profit (%) | 0.4744 | 0.3469 | 0.1275 | 0.3275 | 0.2687 | 0.1716 |
Buy And Hold Return (%) | 23.3526 | 23.3526 | 23.3526 | 23.3526 | 23.3526 | 23.3526 |
Max Trade Drawdown | -80707 | -68440 | -47730 | -220799 | -206019 | -165817 |
Profit Factor | 1.347 | 1.5136 | 1.1844 | 1.2611 | 1.3613 | 1.1647 |
Total Trades | 570 | 285 | 285 | 570 | 285 | 285 |
Winning Trades | 270 | 128 | 142 | 270 | 128 | 142 |
Losing Trades | 300 | 157 | 143 | 300 | 157 | 143 |
Profitability (%) | 47.3684 | 44.9123 | 49.8246 | 47.3684 | 44.9123 | 49.8246 |
Ratio Avg Win / Avg Loss | 1.4967 | 1.8565 | 1.1927 | 1.4013 | 1.6697 | 1.1729 |
Largest Winning Trade | 72399 | 72399 | 19433 | 104225 | 104225 | 73369 |
Largest Losing Trade | -12931 | -12681 | -12931 | -65190 | -31351 | -65190 |
Avg Bars in Trades | 43 | 43 | 43 | 43 | 43 | 43 |
Avg Bars in Winners | 54 | 54 | 54 | 54 | 54 | 54 |
Avg Bars in Losers | 33 | 34 | 32 | 33 | 34 | 32 |
Bars Traded | 24724 | 12354 | 12370 | 24724 | 12354 | 12370 |
Profit Streak | 0.7258 | 0.7258 | 0.7467 | 0.7258 | 0.7258 | 0.7467 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319106 | 235243 | -46664 | 255009 | 177702 | -35422 |
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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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