Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154557.7992 | 108125.229 | 46432.5703 | 261364.7842 | 190337.6773 | 71027.1069 |
Total P&L (%) | 154.5578 | 108.1252 | 46.4326 | 261.3648 | 190.3377 | 71.0271 |
Avg Daily Profit (%) | 0.5935 | 0.4152 | 0.1783 | 0.4945 | 0.4101 | 0.2063 |
Buy And Hold Return (%) | 46.8809 | 46.8809 | 46.8809 | 46.8809 | 46.8809 | 46.8809 |
Max Trade Drawdown | -24097 | -17471 | -18815 | -80302 | -57117 | -49370 |
Profit Factor | 1.397 | 1.526 | 1.2527 | 1.2943 | 1.4043 | 1.1703 |
Total Trades | 458 | 229 | 229 | 458 | 229 | 229 |
Winning Trades | 206 | 104 | 102 | 206 | 104 | 102 |
Losing Trades | 252 | 125 | 127 | 252 | 125 | 127 |
Profitability (%) | 44.9782 | 45.4148 | 44.5415 | 44.9782 | 45.4148 | 44.5415 |
Ratio Avg Win / Avg Loss | 1.709 | 1.8341 | 1.5598 | 1.5834 | 1.6879 | 1.4571 |
Largest Winning Trade | 29466 | 29466 | 15065 | 71453 | 71453 | 23910 |
Largest Losing Trade | -6861 | -6861 | -6147 | -18698 | -17045 | -18698 |
Avg Bars in Trades | 54 | 55 | 53 | 54 | 55 | 53 |
Avg Bars in Winners | 70 | 72 | 68 | 70 | 72 | 68 |
Avg Bars in Losers | 40 | 41 | 40 | 40 | 41 | 40 |
Bars Traded | 24848 | 12689 | 12159 | 24848 | 12689 | 12159 |
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 | 322921 | 167549 | -160311 | 338190 | 235614 | -38574 |
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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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