Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298909.1256 | 205551.6145 | 93357.5111 | 470230.4896 | 213137.3801 | 257093.1095 |
Total P&L (%) | 298.9091 | 205.5516 | 93.3575 | 470.2305 | 213.1374 | 257.0931 |
Avg Daily Profit (%) | 0.5739 | 0.3947 | 0.1792 | 0.3348 | 0.2194 | 0.2447 |
Buy And Hold Return (%) | 17.5858 | 17.5858 | 17.5858 | 17.5858 | 17.5858 | 17.5858 |
Max Trade Drawdown | -79787 | -83760 | -27505 | -359249 | -357841 | -95338 |
Profit Factor | 1.6037 | 1.644 | 1.5306 | 1.2716 | 1.1905 | 1.4196 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 94 | 41 | 53 | 94 | 41 | 53 |
Losing Trades | 113 | 62 | 51 | 113 | 62 | 51 |
Profitability (%) | 45.4106 | 39.8058 | 50.9615 | 45.4106 | 39.8058 | 50.9615 |
Ratio Avg Win / Avg Loss | 1.9279 | 2.486 | 1.4729 | 1.5286 | 1.8003 | 1.3661 |
Largest Winning Trade | 142999 | 142999 | 26787 | 327629 | 327629 | 104590 |
Largest Losing Trade | -14270 | -14270 | -12551 | -70201 | -66156 | -70201 |
Avg Bars in Trades | 117 | 189 | 46 | 117 | 189 | 46 |
Avg Bars in Winners | 179 | 337 | 58 | 179 | 337 | 58 |
Avg Bars in Losers | 65 | 91 | 34 | 65 | 91 | 34 |
Bars Traded | 24331 | 19477 | 4854 | 24331 | 19477 | 4854 |
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 | 452965 | 273064 | 255166 | 306887 | -6876 | 291477 |
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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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