Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401675.4939 | 350196.3153 | 51479.1786 | 276518.1446 | 430599.0815 | -154080.9369 |
Total P&L (%) | 401.6755 | 350.1963 | 51.4792 | 276.5181 | 430.5991 | -154.0809 |
Avg Daily Profit (%) | 0.1928 | 0.1681 | 0.0247 | 0.0637 | 0.0801 | 0 |
Buy And Hold Return (%) | 56.67 | 56.67 | 56.67 | 56.67 | 56.67 | 56.67 |
Max Trade Drawdown | -137343 | -109817 | -129797 | -1290981 | -651277 | -1030544 |
Profit Factor | 1.3336 | 1.602 | 1.0827 | 1.0414 | 1.1364 | 0.9562 |
Total Trades | 484 | 242 | 242 | 484 | 242 | 242 |
Winning Trades | 219 | 105 | 114 | 219 | 105 | 114 |
Losing Trades | 265 | 137 | 128 | 265 | 137 | 128 |
Profitability (%) | 45.2479 | 43.3884 | 47.1074 | 45.2479 | 43.3884 | 47.1074 |
Ratio Avg Win / Avg Loss | 1.6137 | 2.0902 | 1.2157 | 1.2602 | 1.4828 | 1.0736 |
Largest Winning Trade | 168460 | 168460 | 42863 | 364579 | 364579 | 243679 |
Largest Losing Trade | -32590 | -22734 | -32590 | -324234 | -151067 | -324234 |
Avg Bars in Trades | 51 | 48 | 53 | 51 | 48 | 53 |
Avg Bars in Winners | 65 | 62 | 69 | 65 | 62 | 69 |
Avg Bars in Losers | 38 | 37 | 39 | 38 | 37 | 39 |
Bars Traded | 24736 | 11756 | 12980 | 24736 | 11756 | 12980 |
Profit Streak | 18.3932 | 18.3932 | 20.4765 | 18.3932 | 18.3932 | 20.4765 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385459 | 307290 | -455025 | -282572 | -157724 | -578971 |
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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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