Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343916.4558 | 289560.6741 | 54355.7817 | 418108.8598 | 274452.5786 | 143656.2812 |
Total P&L (%) | 343.9165 | 289.5607 | 54.3558 | 418.1089 | 274.4526 | 143.6563 |
Avg Daily Profit (%) | 0.3302 | 0.278 | 0.0522 | 0.158 | 0.1268 | 0.0855 |
Buy And Hold Return (%) | 57.6119 | 57.6119 | 57.6119 | 57.6119 | 57.6119 | 57.6119 |
Max Trade Drawdown | -98865 | -68627 | -115570 | -420929 | -245224 | -289486 |
Profit Factor | 1.2897 | 1.5143 | 1.0871 | 1.1895 | 1.2476 | 1.1308 |
Total Trades | 373 | 187 | 186 | 373 | 187 | 186 |
Winning Trades | 154 | 78 | 76 | 154 | 78 | 76 |
Losing Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Profitability (%) | 41.2869 | 41.7112 | 40.8602 | 41.2869 | 41.7112 | 40.8602 |
Ratio Avg Win / Avg Loss | 1.834 | 2.1161 | 1.5734 | 1.6915 | 1.7435 | 1.6366 |
Largest Winning Trade | 81039 | 81039 | 33220 | 129904 | 129904 | 94354 |
Largest Losing Trade | -29291 | -24068 | -29291 | -71263 | -55961 | -71263 |
Avg Bars in Trades | 66 | 66 | 66 | 66 | 66 | 66 |
Avg Bars in Winners | 104 | 101 | 107 | 104 | 101 | 107 |
Avg Bars in Losers | 39 | 41 | 37 | 39 | 41 | 37 |
Bars Traded | 24708 | 12401 | 12307 | 24708 | 12401 | 12307 |
Profit Streak | 10.7386 | 10.7386 | 24.947 | 10.7386 | 10.7386 | 24.947 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318100 | 263628 | -414308 | -4089 | -26523 | -159601 |
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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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