Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320874.3558 | 296743.4837 | 24130.8721 | 291874.0145 | 22305.5222 | 269568.4922 |
Total P&L (%) | 320.8744 | 296.7435 | 24.1309 | 291.874 | 22.3055 | 269.5685 |
Avg Daily Profit (%) | 0.308 | 0.2849 | 0.0232 | 0.1312 | 0.0193 | 0.1256 |
Buy And Hold Return (%) | 88.7821 | 88.7821 | 88.7821 | 88.7821 | 88.7821 | 88.7821 |
Max Trade Drawdown | -107966 | -99313 | -138342 | -665908 | -693220 | -419154 |
Profit Factor | 1.366 | 1.6529 | 1.0572 | 1.0817 | 1.011 | 1.1755 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 108 | 60 | 48 | 108 | 60 | 48 |
Losing Trades | 130 | 59 | 71 | 130 | 59 | 71 |
Profitability (%) | 45.3782 | 50.4202 | 40.3361 | 45.3782 | 50.4202 | 40.3361 |
Ratio Avg Win / Avg Loss | 1.6443 | 1.6253 | 1.5637 | 1.3021 | 0.9941 | 1.7388 |
Largest Winning Trade | 97637 | 97637 | 45222 | 271209 | 271209 | 185983 |
Largest Losing Trade | -24389 | -22498 | -24389 | -126486 | -126486 | -79278 |
Avg Bars in Trades | 103 | 109 | 97 | 103 | 109 | 97 |
Avg Bars in Winners | 127 | 124 | 130 | 127 | 124 | 130 |
Avg Bars in Losers | 83 | 94 | 74 | 83 | 94 | 74 |
Bars Traded | 24651 | 13075 | 11576 | 24651 | 13075 | 11576 |
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 | 252932 | 305514 | -488220 | -151912 | -543132 | -58800 |
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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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