Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317880.5014 | 248828.9317 | 69051.5698 | 683656.3891 | 724285.9408 | -40629.5517 |
Total P&L (%) | 317.8805 | 248.8289 | 69.0516 | 683.6564 | 724.2859 | -40.6296 |
Avg Daily Profit (%) | 0.6103 | 0.4778 | 0.1326 | 0.3961 | 0.4058 | -0.1001 |
Buy And Hold Return (%) | 101.5756 | 101.5756 | 101.5756 | 101.5756 | 101.5756 | 101.5756 |
Max Trade Drawdown | -73830 | -49265 | -39946 | -861563 | -586383 | -422547 |
Profit Factor | 1.6994 | 1.9764 | 1.3458 | 1.2209 | 1.411 | 0.9695 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 92 | 43 | 49 | 92 | 43 | 49 |
Losing Trades | 130 | 68 | 62 | 130 | 68 | 62 |
Profitability (%) | 41.4414 | 38.7387 | 44.1441 | 41.4414 | 38.7387 | 44.1441 |
Ratio Avg Win / Avg Loss | 2.4013 | 3.1255 | 1.7028 | 1.7252 | 2.2314 | 1.2267 |
Largest Winning Trade | 103971 | 103971 | 21011 | 486357 | 486357 | 120833 |
Largest Losing Trade | -16146 | -10527 | -16146 | -154059 | -124896 | -154059 |
Avg Bars in Trades | 111 | 101 | 121 | 111 | 101 | 121 |
Avg Bars in Winners | 152 | 139 | 163 | 152 | 139 | 163 |
Avg Bars in Losers | 82 | 77 | 87 | 82 | 77 | 87 |
Bars Traded | 24725 | 11283 | 13442 | 24725 | 11283 | 13442 |
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 | 310211 | 167463 | -183440 | 270365 | 232681 | -582216 |
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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) |
---|