Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151173.1773 | 102353.8932 | 48819.284 | 238357.2711 | 191585.3944 | 46771.8767 |
Total P&L (%) | 151.1732 | 102.3539 | 48.8193 | 238.3573 | 191.5854 | 46.7719 |
Avg Daily Profit (%) | 0.5805 | 0.393 | 0.1875 | 0.4692 | 0.4118 | 0.1475 |
Buy And Hold Return (%) | 22.6246 | 22.6246 | 22.6246 | 22.6246 | 22.6246 | 22.6246 |
Max Trade Drawdown | -26337 | -18468 | -25891 | -95292 | -69438 | -92583 |
Profit Factor | 1.3262 | 1.4478 | 1.2078 | 1.1928 | 1.3141 | 1.0747 |
Total Trades | 574 | 287 | 287 | 574 | 287 | 287 |
Winning Trades | 261 | 124 | 137 | 261 | 124 | 137 |
Losing Trades | 313 | 163 | 150 | 313 | 163 | 150 |
Profitability (%) | 45.4704 | 43.2056 | 47.7352 | 45.4704 | 43.2056 | 47.7352 |
Ratio Avg Win / Avg Loss | 1.5904 | 1.9032 | 1.3224 | 1.4305 | 1.7274 | 1.1767 |
Largest Winning Trade | 29885 | 29885 | 16530 | 87040 | 87040 | 35219 |
Largest Losing Trade | -23774 | -7383 | -23774 | -50509 | -24459 | -50509 |
Avg Bars in Trades | 43 | 43 | 42 | 43 | 43 | 42 |
Avg Bars in Winners | 52 | 55 | 49 | 52 | 55 | 49 |
Avg Bars in Losers | 35 | 35 | 36 | 35 | 35 | 36 |
Bars Traded | 24811 | 12591 | 12220 | 24811 | 12591 | 12220 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426892 | 234748 | -133 | 48497 | 274330 | -142344 |
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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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