Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 208418.571 | 158099.0794 | 50319.4917 | 308342.9122 | 251444.4988 | 56898.4134 |
Total P&L (%) | 208.4186 | 158.0991 | 50.3195 | 308.3429 | 251.4445 | 56.8984 |
Avg Daily Profit (%) | 0.8003 | 0.6071 | 0.1932 | 0.5417 | 0.4838 | 0.1731 |
Buy And Hold Return (%) | 49.1912 | 49.1912 | 49.1912 | 49.1912 | 49.1912 | 49.1912 |
Max Trade Drawdown | -44122 | -37020 | -29756 | -111553 | -74268 | -75065 |
Profit Factor | 1.7229 | 1.7929 | 1.5659 | 1.4896 | 1.5843 | 1.2853 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 93 | 41 | 52 | 93 | 41 | 52 |
Losing Trades | 124 | 67 | 57 | 124 | 67 | 57 |
Profitability (%) | 42.8571 | 37.963 | 47.7064 | 42.8571 | 37.963 | 47.7064 |
Ratio Avg Win / Avg Loss | 2.2972 | 2.9299 | 1.7165 | 1.9861 | 2.5889 | 1.4089 |
Largest Winning Trade | 71304 | 71304 | 41242 | 133863 | 133863 | 94142 |
Largest Losing Trade | -15773 | -15773 | -12866 | -24402 | -24402 | -24141 |
Avg Bars in Trades | 114 | 206 | 23 | 114 | 206 | 23 |
Avg Bars in Winners | 175 | 358 | 30 | 175 | 358 | 30 |
Avg Bars in Losers | 68 | 112 | 16 | 68 | 112 | 16 |
Bars Traded | 24791 | 22256 | 2535 | 24791 | 22256 | 2535 |
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 | 394773 | 188528 | -150532 | 337322 | 193562 | -111922 |
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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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