Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318436.8683 | 290352.9507 | 28083.9176 | 110058.237 | 192966.5895 | -82908.3525 |
Total P&L (%) | 318.4369 | 290.353 | 28.0839 | 110.0582 | 192.9666 | -82.9084 |
Avg Daily Profit (%) | 0.2602 | 0.2373 | 0.0229 | 0.0607 | 0.0879 | -0.1443 |
Buy And Hold Return (%) | 40.7579 | 40.7579 | 40.7579 | 40.7579 | 40.7579 | 40.7579 |
Max Trade Drawdown | -136498 | -73798 | -98036 | -336777 | -204672 | -187463 |
Profit Factor | 1.2341 | 1.4264 | 1.0413 | 1.0422 | 1.1451 | 0.9353 |
Total Trades | 392 | 196 | 196 | 392 | 196 | 196 |
Winning Trades | 172 | 84 | 88 | 172 | 84 | 88 |
Losing Trades | 220 | 112 | 108 | 220 | 112 | 108 |
Profitability (%) | 43.8776 | 42.8571 | 44.898 | 43.8776 | 42.8571 | 44.898 |
Ratio Avg Win / Avg Loss | 1.5785 | 1.9019 | 1.278 | 1.333 | 1.5268 | 1.1478 |
Largest Winning Trade | 105634 | 105634 | 30944 | 123165 | 123165 | 49909 |
Largest Losing Trade | -50685 | -24767 | -50685 | -65707 | -65707 | -61936 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 4798 | 2221 | 2577 | 4798 | 2221 | 2577 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319460 | 283592 | -504275 | -289498 | -139033 | -580347 |
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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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