Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406461.6931 | 368975.309 | 37486.3841 | 506804.6639 | -36692.329 | 543496.9929 |
Total P&L (%) | 406.4617 | 368.9753 | 37.4864 | 506.8047 | -36.6923 | 543.497 |
Avg Daily Profit (%) | 0.3902 | 0.3542 | 0.036 | 0.1732 | -0.0439 | 0.1789 |
Buy And Hold Return (%) | 54.1818 | 54.1818 | 54.1818 | 54.1818 | 54.1818 | 54.1818 |
Max Trade Drawdown | -135112 | -111233 | -144837 | -1396977 | -1301859 | -585314 |
Profit Factor | 1.4698 | 1.8739 | 1.0846 | 1.0878 | 0.9885 | 1.2113 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 135 | 69 | 66 | 135 | 69 | 66 |
Profitability (%) | 41.048 | 40 | 42.1053 | 41.048 | 40 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.1109 | 2.8109 | 1.4914 | 1.5623 | 1.4828 | 1.6656 |
Largest Winning Trade | 151079 | 151079 | 32148 | 299686 | 227410 | 299686 |
Largest Losing Trade | -24187 | -23636 | -24187 | -345436 | -314329 | -345436 |
Avg Bars in Trades | 107 | 110 | 103 | 107 | 110 | 103 |
Avg Bars in Winners | 149 | 154 | 145 | 149 | 154 | 145 |
Avg Bars in Losers | 77 | 82 | 72 | 77 | 82 | 72 |
Bars Traded | 24540 | 12755 | 11785 | 24540 | 12755 | 11785 |
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 | 331080 | 296353 | -441348 | -117285 | -583248 | 186806 |
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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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