Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134985.5211 | 103516.527 | 31468.9941 | 151898.5925 | 181942.9127 | -30044.3201 |
Total P&L (%) | 134.9855 | 103.5165 | 31.469 | 151.8986 | 181.9429 | -30.0443 |
Avg Daily Profit (%) | 0.5183 | 0.3975 | 0.1208 | 0.3554 | 0.3988 | -0.1371 |
Buy And Hold Return (%) | 27.749 | 27.749 | 27.749 | 27.749 | 27.749 | 27.749 |
Max Trade Drawdown | -50502 | -26955 | -46496 | -195126 | -82055 | -186847 |
Profit Factor | 1.293 | 1.4631 | 1.1327 | 1.1275 | 1.3357 | 0.9537 |
Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
Winning Trades | 227 | 112 | 115 | 227 | 112 | 115 |
Losing Trades | 122 | 62 | 60 | 122 | 62 | 60 |
Profitability (%) | 65.043 | 64.3678 | 65.7143 | 65.043 | 64.3678 | 65.7143 |
Ratio Avg Win / Avg Loss | 0.6949 | 0.8099 | 0.591 | 0.606 | 0.7394 | 0.4976 |
Largest Winning Trade | 11225 | 11225 | 10405 | 38023 | 23373 | 38023 |
Largest Losing Trade | -36789 | -18296 | -36789 | -153989 | -41860 | -153989 |
Avg Bars in Trades | 70 | 68 | 72 | 70 | 68 | 72 |
Avg Bars in Winners | 49 | 48 | 50 | 49 | 48 | 50 |
Avg Bars in Losers | 109 | 103 | 115 | 109 | 103 | 115 |
Bars Traded | 24634 | 11908 | 12726 | 24634 | 11908 | 12726 |
Profit Streak | 5.9683 | 9.4787 | 5.9683 | 5.9683 | 9.4787 | 5.9683 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406341 | 310691 | -229850 | -69966 | 361053 | -578605 |
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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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