Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275372.1229 | 201443.763 | 73928.3598 | 657855.2051 | 524395.7699 | 133459.4352 |
Total P&L (%) | 275.3721 | 201.4438 | 73.9284 | 657.8552 | 524.3958 | 133.4594 |
Avg Daily Profit (%) | 0.5287 | 0.3868 | 0.1419 | 0.3896 | 0.3523 | 0.1629 |
Buy And Hold Return (%) | 47.6535 | 47.6535 | 47.6535 | 47.6535 | 47.6535 | 47.6535 |
Max Trade Drawdown | -51138 | -52443 | -39476 | -400452 | -200497 | -323396 |
Profit Factor | 1.4613 | 1.6923 | 1.2416 | 1.2751 | 1.453 | 1.1082 |
Total Trades | 358 | 179 | 179 | 358 | 179 | 179 |
Winning Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Losing Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Profitability (%) | 38.5475 | 38.5475 | 38.5475 | 38.5475 | 38.5475 | 38.5475 |
Ratio Avg Win / Avg Loss | 2.3296 | 2.6978 | 1.9794 | 2.0328 | 2.3164 | 1.7667 |
Largest Winning Trade | 63215 | 63215 | 22142 | 151047 | 151047 | 121317 |
Largest Losing Trade | -14393 | -14393 | -11900 | -109901 | -51562 | -109901 |
Avg Bars in Trades | 69 | 73 | 64 | 69 | 73 | 64 |
Avg Bars in Winners | 109 | 104 | 113 | 109 | 104 | 113 |
Avg Bars in Losers | 43 | 53 | 34 | 43 | 53 | 34 |
Bars Traded | 24738 | 13116 | 11622 | 24738 | 13116 | 11622 |
Profit Streak | 0 | 0 | 11.5227 | 0 | 0 | 11.5227 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311256 | 207465 | -16141 | 271821 | 245835 | -99935 |
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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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