Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141039.3229 | 97023.851 | 44015.4719 | 206491.3132 | 160282.261 | 46209.0522 |
Total P&L (%) | 141.0393 | 97.0239 | 44.0155 | 206.4913 | 160.2823 | 46.2091 |
Avg Daily Profit (%) | 0.5416 | 0.3726 | 0.169 | 0.431 | 0.368 | 0.146 |
Buy And Hold Return (%) | 25.358 | 25.358 | 25.358 | 25.358 | 25.358 | 25.358 |
Max Trade Drawdown | -36173 | -24272 | -32654 | -119202 | -85113 | -99333 |
Profit Factor | 1.3429 | 1.4934 | 1.205 | 1.2115 | 1.3314 | 1.0938 |
Total Trades | 487 | 243 | 244 | 487 | 243 | 244 |
Winning Trades | 208 | 101 | 107 | 208 | 101 | 107 |
Losing Trades | 279 | 142 | 137 | 279 | 142 | 137 |
Profitability (%) | 42.7105 | 41.5638 | 43.8525 | 42.7105 | 41.5638 | 43.8525 |
Ratio Avg Win / Avg Loss | 1.8012 | 2.0996 | 1.5428 | 1.6251 | 1.8718 | 1.4005 |
Largest Winning Trade | 29183 | 29183 | 18599 | 50016 | 50016 | 36245 |
Largest Losing Trade | -10556 | -7387 | -10556 | -26880 | -26880 | -21409 |
Avg Bars in Trades | 50 | 44 | 57 | 50 | 44 | 57 |
Avg Bars in Winners | 69 | 62 | 76 | 69 | 62 | 76 |
Avg Bars in Losers | 36 | 31 | 42 | 36 | 31 | 42 |
Bars Traded | 24745 | 10825 | 13920 | 24745 | 10825 | 13920 |
Profit Streak | 0 | 5.1235 | 0 | 0 | 5.1235 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336723 | 210609 | -3744 | 308320 | 242823 | -126632 |
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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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