Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209742.3128 | 175207.1132 | 34535.1996 | 206102.9841 | 144400.5047 | 61702.4795 |
Total P&L (%) | 209.7423 | 175.2071 | 34.5352 | 206.103 | 144.4005 | 61.7025 |
Avg Daily Profit (%) | 0.2014 | 0.1682 | 0.0332 | 0.1075 | 0.0858 | 0.0461 |
Buy And Hold Return (%) | 27.0648 | 27.0648 | 27.0648 | 27.0648 | 27.0648 | 27.0648 |
Max Trade Drawdown | -113388 | -86910 | -45120 | -697437 | -601714 | -184252 |
Profit Factor | 1.4055 | 1.5237 | 1.189 | 1.0903 | 1.0908 | 1.0889 |
Total Trades | 467 | 233 | 234 | 467 | 233 | 234 |
Winning Trades | 366 | 196 | 170 | 366 | 196 | 170 |
Losing Trades | 101 | 37 | 64 | 101 | 37 | 64 |
Profitability (%) | 78.3726 | 84.1202 | 72.6496 | 78.3726 | 84.1202 | 72.6496 |
Ratio Avg Win / Avg Loss | 0.3879 | 0.2876 | 0.4476 | 0.3009 | 0.2059 | 0.4099 |
Largest Winning Trade | 46108 | 46108 | 11610 | 129078 | 129078 | 71607 |
Largest Losing Trade | -54041 | -54041 | -21285 | -407384 | -407384 | -110409 |
Avg Bars in Trades | 51 | 91 | 12 | 51 | 91 | 12 |
Avg Bars in Winners | 17 | 27 | 6 | 17 | 27 | 6 |
Avg Bars in Losers | 174 | 425 | 29 | 174 | 425 | 29 |
Bars Traded | 24099 | 21220 | 2879 | 24099 | 21220 | 2879 |
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 | 461265 | 422494 | -238927 | -166319 | -196794 | -256795 |
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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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