Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370655.2415 | 254747.0864 | 115908.1551 | 1755100.369 | 1264402.7124 | 490697.6566 |
Total P&L (%) | 370.6552 | 254.7471 | 115.9082 | 1755.1004 | 1264.4027 | 490.6977 |
Avg Daily Profit (%) | 0.7117 | 0.4891 | 0.2225 | 0.5623 | 0.503 | 0.3416 |
Buy And Hold Return (%) | 55.0448 | 55.0448 | 55.0448 | 55.0448 | 55.0448 | 55.0448 |
Max Trade Drawdown | -60888 | -60479 | -22027 | -420797 | -370198 | -303515 |
Profit Factor | 1.7372 | 2.0137 | 1.4609 | 1.5412 | 1.8013 | 1.2947 |
Total Trades | 323 | 162 | 161 | 323 | 162 | 161 |
Winning Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Losing Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Profitability (%) | 39.6285 | 39.5062 | 39.7516 | 39.6285 | 39.5062 | 39.7516 |
Ratio Avg Win / Avg Loss | 2.6466 | 3.0835 | 2.2142 | 2.3479 | 2.7582 | 1.9622 |
Largest Winning Trade | 79383 | 79383 | 19652 | 305013 | 305013 | 195178 |
Largest Losing Trade | -13325 | -10370 | -13325 | -225146 | -86065 | -225146 |
Avg Bars in Trades | 76 | 80 | 71 | 76 | 80 | 71 |
Avg Bars in Winners | 119 | 119 | 119 | 119 | 119 | 119 |
Avg Bars in Losers | 47 | 54 | 40 | 47 | 54 | 40 |
Bars Traded | 24573 | 12997 | 11576 | 24573 | 12997 | 11576 |
Profit Streak | 0 | 0 | 5.7272 | 0 | 0 | 5.7272 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439081 | 284337 | 8781 | 392041 | 348762 | 231463 |
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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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