Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360095.1136 | 349737.5139 | 10357.5996 | 49049.7902 | 398844.2947 | -349794.5044 |
Total P&L (%) | 360.0951 | 349.7375 | 10.3576 | 49.0498 | 398.8443 | -349.7945 |
Avg Daily Profit (%) | 0.2551 | 0.2478 | 0.0073 | 0.0283 | 0.1139 | 0 |
Buy And Hold Return (%) | 87.1905 | 87.1905 | 87.1905 | 87.1905 | 87.1905 | 87.1905 |
Max Trade Drawdown | -175054 | -94362 | -130144 | -347756 | -104253 | -438956 |
Profit Factor | 1.3544 | 1.7388 | 1.0191 | 1.0289 | 1.6127 | 0.6651 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 108 | 49 | 59 | 108 | 49 | 59 |
Losing Trades | 91 | 50 | 41 | 91 | 50 | 41 |
Profitability (%) | 54.2714 | 49.4949 | 59 | 54.2714 | 49.4949 | 59 |
Ratio Avg Win / Avg Loss | 1.1412 | 1.7743 | 0.7082 | 0.867 | 1.6456 | 0.4622 |
Largest Winning Trade | 108789 | 108789 | 47985 | 106322 | 106322 | 79829 |
Largest Losing Trade | -56784 | -30923 | -56784 | -183948 | -66323 | -183948 |
Avg Bars in Trades | 83 | 95 | 71 | 83 | 95 | 71 |
Avg Bars in Winners | 85 | 107 | 66 | 85 | 107 | 66 |
Avg Bars in Losers | 81 | 82 | 79 | 81 | 82 | 79 |
Bars Traded | 16592 | 9417 | 7175 | 16592 | 9417 | 7175 |
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 | 287908 | 310570 | -549121 | -509649 | -40034 | -579898 |
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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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