Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509691.2258 | 493459.6507 | 16231.5751 | 177457.6868 | 372308.8191 | -194851.1323 |
Total P&L (%) | 509.6912 | 493.4597 | 16.2316 | 177.4577 | 372.3088 | -194.8511 |
Avg Daily Profit (%) | 0.2742 | 0.2655 | 0.0087 | 0.0549 | 0.0836 | 0 |
Buy And Hold Return (%) | 31.0811 | 31.0811 | 31.0811 | 31.0811 | 31.0811 | 31.0811 |
Max Trade Drawdown | -87995 | -84719 | -106981 | -554612 | -447280 | -445722 |
Profit Factor | 1.6318 | 2.2245 | 1.0402 | 1.058 | 1.2518 | 0.8768 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Profitability (%) | 38.6364 | 36.3636 | 40.9091 | 38.6364 | 36.3636 | 40.9091 |
Ratio Avg Win / Avg Loss | 2.5917 | 3.8929 | 1.5025 | 1.6804 | 2.1907 | 1.2664 |
Largest Winning Trade | 292757 | 292757 | 63584 | 403223 | 403223 | 176757 |
Largest Losing Trade | -33005 | -27593 | -33005 | -178545 | -101194 | -178545 |
Avg Bars in Trades | 20 | 20 | 21 | 20 | 20 | 21 |
Avg Bars in Winners | 37 | 37 | 37 | 37 | 37 | 37 |
Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
Bars Traded | 3608 | 1761 | 1848 | 3608 | 1761 | 1848 |
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 | 307528 | 254532 | -525702 | -279266 | -85825 | -582687 |
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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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