Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303041.3727 | 221133.1669 | 81908.2059 | 644294.2901 | 363407.6004 | 280886.6897 |
Total P&L (%) | 303.0414 | 221.1332 | 81.9082 | 644.2943 | 363.4076 | 280.8867 |
Avg Daily Profit (%) | 0.2909 | 0.2123 | 0.0786 | 0.1929 | 0.1473 | 0.1285 |
Buy And Hold Return (%) | 20.3665 | 20.3665 | 20.3665 | 20.3665 | 20.3665 | 20.3665 |
Max Trade Drawdown | -64111 | -36753 | -52500 | -483754 | -234915 | -340053 |
Profit Factor | 1.6141 | 1.8818 | 1.3375 | 1.3088 | 1.3283 | 1.2867 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 92 | 43 | 49 | 92 | 43 | 49 |
Losing Trades | 128 | 67 | 61 | 128 | 67 | 61 |
Profitability (%) | 41.8182 | 39.0909 | 44.5455 | 41.8182 | 39.0909 | 44.5455 |
Ratio Avg Win / Avg Loss | 2.2457 | 2.9321 | 1.665 | 1.821 | 2.0698 | 1.6019 |
Largest Winning Trade | 57097 | 57097 | 35572 | 246542 | 246542 | 232067 |
Largest Losing Trade | -20506 | -20506 | -18798 | -136818 | -136818 | -104009 |
Avg Bars in Trades | 112 | 93 | 130 | 112 | 93 | 130 |
Avg Bars in Winners | 163 | 135 | 187 | 163 | 135 | 187 |
Avg Bars in Losers | 75 | 67 | 84 | 75 | 67 | 84 |
Bars Traded | 24673 | 10338 | 14335 | 24673 | 10338 | 14335 |
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 | 339243 | 244595 | -91121 | 259036 | 17689 | -22779 |
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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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