Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175431.8746 | 138956.9661 | 36474.9085 | 258300.2495 | 220465.5398 | 37834.7096 |
Total P&L (%) | 175.4319 | 138.957 | 36.4749 | 258.3002 | 220.4655 | 37.8347 |
Avg Daily Profit (%) | 0.3368 | 0.2668 | 0.07 | 0.2453 | 0.2239 | 0.0616 |
Buy And Hold Return (%) | 80.723 | 80.723 | 80.723 | 80.723 | 80.723 | 80.723 |
Max Trade Drawdown | -65378 | -38823 | -56833 | -93450 | -54932 | -63757 |
Profit Factor | 1.2413 | 1.3926 | 1.0977 | 1.2571 | 1.4526 | 1.0731 |
Total Trades | 534 | 267 | 267 | 534 | 267 | 267 |
Winning Trades | 271 | 144 | 127 | 271 | 144 | 127 |
Losing Trades | 263 | 123 | 140 | 263 | 123 | 140 |
Profitability (%) | 50.7491 | 53.9326 | 47.5655 | 50.7491 | 53.9326 | 47.5655 |
Ratio Avg Win / Avg Loss | 1.2046 | 1.1895 | 1.2101 | 1.22 | 1.2408 | 1.183 |
Largest Winning Trade | 19755 | 19755 | 19147 | 47347 | 47347 | 24662 |
Largest Losing Trade | -16776 | -16776 | -11878 | -31325 | -26607 | -31325 |
Avg Bars in Trades | 46 | 46 | 45 | 46 | 46 | 45 |
Avg Bars in Winners | 46 | 46 | 46 | 46 | 46 | 46 |
Avg Bars in Losers | 46 | 47 | 45 | 46 | 47 | 45 |
Bars Traded | 24746 | 12480 | 12266 | 24746 | 12480 | 12266 |
Profit Streak | 5.1952 | 9.0911 | 5.1952 | 5.1952 | 9.0911 | 5.1952 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 244487 | 88872 | -377705 | 320635 | 283134 | -416012 |
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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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