Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258913.2294 | 168184.6176 | 90728.6118 | 522217.6672 | 568181.5241 | -45963.8569 |
Total P&L (%) | 258.9132 | 168.1846 | 90.7286 | 522.2177 | 568.1815 | -45.9639 |
Avg Daily Profit (%) | 0.4971 | 0.3229 | 0.1742 | 0.3516 | 0.3654 | -0.1181 |
Buy And Hold Return (%) | 19.4739 | 19.4739 | 19.4739 | 19.4739 | 19.4739 | 19.4739 |
Max Trade Drawdown | -88768 | -37757 | -62273 | -983993 | -405729 | -754649 |
Profit Factor | 1.6998 | 1.9196 | 1.4849 | 1.1942 | 1.4686 | 0.9689 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 104 | 53 | 51 | 104 | 53 | 51 |
Profitability (%) | 37.7246 | 36.1446 | 39.2857 | 37.7246 | 36.1446 | 39.2857 |
Ratio Avg Win / Avg Loss | 2.806 | 3.3913 | 2.2949 | 1.9714 | 2.5945 | 1.4973 |
Largest Winning Trade | 65672 | 65672 | 28283 | 484034 | 484034 | 322203 |
Largest Losing Trade | -11813 | -11813 | -8323 | -125955 | -114123 | -125955 |
Avg Bars in Trades | 147 | 139 | 155 | 147 | 139 | 155 |
Avg Bars in Winners | 276 | 271 | 280 | 276 | 271 | 280 |
Avg Bars in Losers | 69 | 64 | 73 | 69 | 64 | 73 |
Bars Traded | 24596 | 11569 | 13027 | 24596 | 11569 | 13027 |
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 | 320890 | 216999 | 108873 | -928 | 193945 | -584176 |
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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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