Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393225.0813 | 312915.9344 | 80309.1468 | 1211401.0227 | 594432.9012 | 616968.1215 |
Total P&L (%) | 393.2251 | 312.9159 | 80.3091 | 1211.401 | 594.4329 | 616.9681 |
Avg Daily Profit (%) | 0.3775 | 0.3004 | 0.0771 | 0.2474 | 0.1862 | 0.1893 |
Buy And Hold Return (%) | 219.9839 | 219.9839 | 219.9839 | 219.9839 | 219.9839 | 219.9839 |
Max Trade Drawdown | -82603 | -77536 | -36534 | -1482716 | -1456401 | -394191 |
Profit Factor | 1.7015 | 1.7978 | 1.477 | 1.3573 | 1.233 | 1.7346 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 118 | 57 | 61 | 118 | 57 | 61 |
Losing Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Profitability (%) | 52.4444 | 50.8929 | 53.9823 | 52.4444 | 50.8929 | 53.9823 |
Ratio Avg Win / Avg Loss | 1.5428 | 1.7348 | 1.259 | 1.2307 | 1.1898 | 1.4787 |
Largest Winning Trade | 86224 | 86224 | 18508 | 506092 | 506092 | 254619 |
Largest Losing Trade | -25608 | -25608 | -23107 | -618133 | -618133 | -168219 |
Avg Bars in Trades | 109 | 189 | 30 | 109 | 189 | 30 |
Avg Bars in Winners | 100 | 169 | 36 | 100 | 169 | 36 |
Avg Bars in Losers | 119 | 210 | 23 | 119 | 210 | 23 |
Bars Traded | 24647 | 21209 | 3438 | 24647 | 21209 | 3438 |
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 | 199842 | -22600 | -254360 | 337513 | 146812 | 255630 |
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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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