Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299010.4161 | 270004.4843 | 29005.9318 | 194326.7059 | 157755.2792 | 36571.4267 |
Total P&L (%) | 299.0104 | 270.0045 | 29.0059 | 194.3267 | 157.7553 | 36.5714 |
Avg Daily Profit (%) | 0.287 | 0.2592 | 0.0278 | 0.1037 | 0.0909 | 0.0299 |
Buy And Hold Return (%) | 52.4574 | 52.4574 | 52.4574 | 52.4574 | 52.4574 | 52.4574 |
Max Trade Drawdown | -140943 | -59204 | -145982 | -369099 | -256621 | -224002 |
Profit Factor | 1.3044 | 1.5737 | 1.0567 | 1.0946 | 1.1532 | 1.0357 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 148 | 73 | 75 | 148 | 73 | 75 |
Losing Trades | 170 | 86 | 84 | 170 | 86 | 84 |
Profitability (%) | 46.5409 | 45.912 | 47.1698 | 46.5409 | 45.912 | 47.1698 |
Ratio Avg Win / Avg Loss | 1.4983 | 1.854 | 1.1835 | 1.2573 | 1.3586 | 1.16 |
Largest Winning Trade | 111210 | 111210 | 35685 | 143285 | 103882 | 143285 |
Largest Losing Trade | -42941 | -29361 | -42941 | -130354 | -130354 | -122777 |
Avg Bars in Trades | 77 | 88 | 67 | 77 | 88 | 67 |
Avg Bars in Winners | 102 | 116 | 88 | 102 | 116 | 88 |
Avg Bars in Losers | 55 | 63 | 48 | 55 | 63 | 48 |
Bars Traded | 24693 | 14023 | 10670 | 24693 | 14023 | 10670 |
Profit Streak | 15.3698 | 15.3698 | 26.5365 | 15.3698 | 15.3698 | 26.5365 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323943 | 325090 | -479427 | -172092 | -127402 | -499728 |
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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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