Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272225.8768 | 223885.9933 | 48339.8835 | 262716.1093 | 161664.9747 | 101051.1347 |
Total P&L (%) | 272.2259 | 223.886 | 48.3399 | 262.7161 | 161.665 | 101.0511 |
Avg Daily Profit (%) | 0.2613 | 0.2149 | 0.0464 | 0.1238 | 0.0924 | 0.0671 |
Buy And Hold Return (%) | 38.3117 | 38.3117 | 38.3117 | 38.3117 | 38.3117 | 38.3117 |
Max Trade Drawdown | -91118 | -45512 | -109969 | -368058 | -191795 | -239217 |
Profit Factor | 1.3323 | 1.5933 | 1.1094 | 1.114 | 1.1416 | 1.087 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Losing Trades | 144 | 71 | 73 | 144 | 71 | 73 |
Profitability (%) | 43.9689 | 44.5313 | 43.4109 | 43.9689 | 44.5313 | 43.4109 |
Ratio Avg Win / Avg Loss | 1.6978 | 1.9846 | 1.4462 | 1.4197 | 1.422 | 1.4169 |
Largest Winning Trade | 108180 | 108180 | 28082 | 104961 | 104961 | 88282 |
Largest Losing Trade | -34421 | -21770 | -34421 | -83346 | -83346 | -75662 |
Avg Bars in Trades | 96 | 95 | 96 | 96 | 95 | 96 |
Avg Bars in Winners | 120 | 110 | 130 | 120 | 110 | 130 |
Avg Bars in Losers | 77 | 83 | 71 | 77 | 83 | 71 |
Bars Traded | 24730 | 12220 | 12510 | 24730 | 12220 | 12510 |
Profit Streak | 5.6839 | 0 | 18.1423 | 5.6839 | 0 | 18.1423 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332638 | 274458 | -317150 | -123243 | -138755 | -233375 |
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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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