Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267094.5894 | 163500.8818 | 103593.7075 | 838674.4769 | 615235.6216 | 223438.8553 |
Total P&L (%) | 267.0946 | 163.5009 | 103.5937 | 838.6745 | 615.2356 | 223.4389 |
Avg Daily Profit (%) | 1.0256 | 0.6278 | 0.3978 | 0.8636 | 0.7583 | 0.4518 |
Buy And Hold Return (%) | 11.2343 | 11.2343 | 11.2343 | 11.2343 | 11.2343 | 11.2343 |
Max Trade Drawdown | -41793 | -40250 | -43676 | -593787 | -275978 | -517374 |
Profit Factor | 1.5572 | 1.7201 | 1.4106 | 1.2313 | 1.379 | 1.1115 |
Total Trades | 359 | 179 | 180 | 359 | 179 | 180 |
Winning Trades | 198 | 102 | 96 | 198 | 102 | 96 |
Losing Trades | 161 | 77 | 84 | 161 | 77 | 84 |
Profitability (%) | 55.1532 | 56.9832 | 53.3333 | 55.1532 | 56.9832 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.2662 | 1.2985 | 1.2342 | 1.0012 | 1.041 | 0.9726 |
Largest Winning Trade | 33334 | 33334 | 18129 | 144432 | 113452 | 144432 |
Largest Losing Trade | -16897 | -16897 | -11298 | -164842 | -164842 | -143912 |
Avg Bars in Trades | 68 | 67 | 70 | 68 | 67 | 70 |
Avg Bars in Winners | 66 | 65 | 66 | 66 | 65 | 66 |
Avg Bars in Losers | 72 | 70 | 73 | 72 | 70 | 73 |
Bars Traded | 24739 | 12107 | 12632 | 24739 | 12107 | 12632 |
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 | 567001 | 479461 | 341815 | 505238 | 477664 | -90306 |
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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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