Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341106.2296 | 298538.2539 | 42567.9757 | 326064.5981 | 263250.6995 | 62813.8986 |
Total P&L (%) | 341.1062 | 298.5383 | 42.568 | 326.0646 | 263.2507 | 62.8139 |
Avg Daily Profit (%) | 0.1637 | 0.1433 | 0.0204 | 0.0696 | 0.0619 | 0.0234 |
Buy And Hold Return (%) | 51.7963 | 51.7963 | 51.7963 | 51.7963 | 51.7963 | 51.7963 |
Max Trade Drawdown | -106871 | -124688 | -32033 | -220641 | -220071 | -52986 |
Profit Factor | 1.6067 | 1.7425 | 1.2658 | 1.3219 | 1.3663 | 1.2134 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 49.1525 | 45.4545 | 52.809 | 49.1525 | 45.4545 | 52.809 |
Ratio Avg Win / Avg Loss | 1.6621 | 2.091 | 1.1311 | 1.3675 | 1.6396 | 1.0843 |
Largest Winning Trade | 116346 | 116346 | 19774 | 162490 | 162490 | 40202 |
Largest Losing Trade | -31400 | -31400 | -13739 | -94584 | -94584 | -31986 |
Avg Bars in Trades | 138 | 253 | 23 | 138 | 253 | 23 |
Avg Bars in Winners | 174 | 345 | 28 | 174 | 345 | 28 |
Avg Bars in Losers | 103 | 177 | 18 | 103 | 177 | 18 |
Bars Traded | 24442 | 22321 | 2121 | 24442 | 22321 | 2121 |
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 | 384244 | -1348 | -331139 | -99665 | -111989 | -261327 |
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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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