Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218905.8404 | 141751.5874 | 77154.253 | 365285.3917 | 265730.0922 | 99555.2996 |
Total P&L (%) | 218.9058 | 141.7516 | 77.1543 | 365.2854 | 265.7301 | 99.5553 |
Avg Daily Profit (%) | 0.4203 | 0.2722 | 0.1481 | 0.2956 | 0.2493 | 0.1327 |
Buy And Hold Return (%) | 31.094 | 31.094 | 31.094 | 31.094 | 31.094 | 31.094 |
Max Trade Drawdown | -41631 | -35543 | -18607 | -125302 | -89291 | -82139 |
Profit Factor | 1.6507 | 1.6523 | 1.6478 | 1.4066 | 1.511 | 1.2631 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Losing Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Profitability (%) | 49.697 | 51.2195 | 48.1928 | 49.697 | 51.2195 | 48.1928 |
Ratio Avg Win / Avg Loss | 1.6708 | 1.5736 | 1.7713 | 1.4238 | 1.4391 | 1.3578 |
Largest Winning Trade | 70601 | 70601 | 14995 | 137122 | 137122 | 42605 |
Largest Losing Trade | -20691 | -20691 | -9237 | -62507 | -62507 | -47427 |
Avg Bars in Trades | 148 | 227 | 70 | 148 | 227 | 70 |
Avg Bars in Winners | 199 | 312 | 80 | 199 | 312 | 80 |
Avg Bars in Losers | 98 | 138 | 60 | 98 | 138 | 60 |
Bars Traded | 24504 | 18675 | 5829 | 24504 | 18675 | 5829 |
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 | 461083 | 171818 | 91676 | 336655 | 163686 | -20488 |
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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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