Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114582.8124 | 83865.775 | 30717.0374 | 125421.31 | 108676.8611 | 16744.4489 |
Total P&L (%) | 114.5828 | 83.8658 | 30.717 | 125.4213 | 108.6769 | 16.7444 |
Avg Daily Profit (%) | 0.44 | 0.322 | 0.118 | 0.3126 | 0.2829 | 0.0595 |
Buy And Hold Return (%) | 23.0849 | 23.0849 | 23.0849 | 23.0849 | 23.0849 | 23.0849 |
Max Trade Drawdown | -44385 | -40426 | -38018 | -96465 | -45538 | -90641 |
Profit Factor | 1.3171 | 1.5045 | 1.1574 | 1.2387 | 1.4856 | 1.0555 |
Total Trades | 339 | 169 | 170 | 339 | 169 | 170 |
Winning Trades | 184 | 89 | 95 | 183 | 89 | 94 |
Losing Trades | 155 | 80 | 75 | 155 | 80 | 75 |
Profitability (%) | 54.2773 | 52.6627 | 55.8824 | 53.9823 | 52.6627 | 55.2941 |
Ratio Avg Win / Avg Loss | 1.1095 | 1.3524 | 0.9138 | 1.0491 | 1.3354 | 0.8421 |
Largest Winning Trade | 13947 | 13947 | 10715 | 21859 | 15919 | 21859 |
Largest Losing Trade | -37223 | -18444 | -37223 | -89076 | -21940 | -89076 |
Avg Bars in Trades | 72 | 69 | 74 | 72 | 69 | 74 |
Avg Bars in Winners | 61 | 60 | 62 | 60 | 60 | 60 |
Avg Bars in Losers | 84 | 79 | 90 | 84 | 79 | 90 |
Bars Traded | 24489 | 11789 | 12701 | 24489 | 11789 | 12701 |
Profit Streak | 0 | 6.3084 | 0 | 0 | 6.3084 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339356 | 284221 | -147758 | 293077 | 302403 | -440823 |
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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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