Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334332.2366 | 273168.1392 | 61164.0973 | 695624.4306 | 403835.4943 | 291788.9363 |
Total P&L (%) | 334.3322 | 273.1681 | 61.1641 | 695.6244 | 403.8355 | 291.7889 |
Avg Daily Profit (%) | 0.1855 | 0.1516 | 0.0339 | 0.1151 | 0.0898 | 0.0758 |
Buy And Hold Return (%) | 80.8349 | 80.8349 | 80.8349 | 80.8349 | 80.8349 | 80.8349 |
Max Trade Drawdown | -75320 | -44395 | -83349 | -295898 | -164345 | -139676 |
Profit Factor | 1.5684 | 1.9127 | 1.2117 | 1.3847 | 1.4067 | 1.358 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Losing Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Profitability (%) | 48.7047 | 51.5464 | 45.8333 | 48.7047 | 51.5464 | 45.8333 |
Ratio Avg Win / Avg Loss | 1.6518 | 1.7979 | 1.432 | 1.4584 | 1.3223 | 1.6049 |
Largest Winning Trade | 44445 | 44445 | 40813 | 169216 | 169216 | 110006 |
Largest Losing Trade | -25473 | -22383 | -25473 | -127742 | -127742 | -105362 |
Avg Bars in Trades | 53 | 57 | 50 | 53 | 57 | 50 |
Avg Bars in Winners | 72 | 78 | 65 | 72 | 78 | 65 |
Avg Bars in Losers | 36 | 34 | 37 | 36 | 34 | 37 |
Bars Traded | 10398 | 5533 | 4865 | 10398 | 5533 | 4865 |
Profit Streak | 0 | 0 | 612.4113 | 0 | 0 | 612.4113 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314553 | 286918 | -315127 | -37765 | -73819 | -94101 |
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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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