Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155235.986 | 102694.1679 | 52541.8182 | 266653.883 | 183948.9616 | 82704.9214 |
Total P&L (%) | 155.236 | 102.6942 | 52.5418 | 266.6539 | 183.949 | 82.7049 |
Avg Daily Profit (%) | 0.5961 | 0.3943 | 0.2018 | 0.5002 | 0.4016 | 0.2317 |
Buy And Hold Return (%) | 36.5228 | 36.5228 | 36.5228 | 36.5228 | 36.5228 | 36.5228 |
Max Trade Drawdown | -31322 | -21727 | -18276 | -87421 | -67991 | -51749 |
Profit Factor | 1.4247 | 1.5468 | 1.2956 | 1.2784 | 1.3739 | 1.1776 |
Total Trades | 406 | 203 | 203 | 406 | 203 | 203 |
Winning Trades | 196 | 95 | 101 | 196 | 95 | 101 |
Losing Trades | 210 | 108 | 102 | 210 | 108 | 102 |
Profitability (%) | 48.2759 | 46.798 | 49.7537 | 48.2759 | 46.798 | 49.7537 |
Ratio Avg Win / Avg Loss | 1.5265 | 1.7585 | 1.3085 | 1.3698 | 1.5619 | 1.1893 |
Largest Winning Trade | 32235 | 32235 | 15419 | 64143 | 64143 | 27903 |
Largest Losing Trade | -10725 | -10725 | -10287 | -28987 | -27113 | -28987 |
Avg Bars in Trades | 60 | 60 | 61 | 60 | 60 | 61 |
Avg Bars in Winners | 73 | 77 | 70 | 73 | 77 | 70 |
Avg Bars in Losers | 48 | 45 | 52 | 48 | 45 | 52 |
Bars Traded | 24739 | 12316 | 12423 | 24739 | 12316 | 12423 |
Profit Streak | 1.3571 | 2.4717 | 1.3571 | 1.3571 | 2.4717 | 1.3571 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315887 | 177530 | -25247 | 286178 | 212599 | -25998 |
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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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