Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507344.4968 | 475592.5745 | 31751.9224 | 304050.5012 | 771218.088 | -467167.5868 |
Total P&L (%) | 507.3445 | 475.5926 | 31.7519 | 304.0505 | 771.2181 | -467.1676 |
Avg Daily Profit (%) | 0.3136 | 0.2939 | 0.0196 | 0.0863 | 0.1339 | 0 |
Buy And Hold Return (%) | 25.848 | 25.848 | 25.848 | 25.848 | 25.848 | 25.848 |
Max Trade Drawdown | -201791 | -184532 | -132283 | -1468767 | -813481 | -1280610 |
Profit Factor | 1.4565 | 1.8725 | 1.0561 | 1.0572 | 1.3212 | 0.8399 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Losing Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Profitability (%) | 53.9474 | 55.2632 | 52.6316 | 53.9474 | 55.2632 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.2433 | 1.5158 | 0.9505 | 0.9025 | 1.0695 | 0.7559 |
Largest Winning Trade | 125793 | 125793 | 67894 | 795144 | 795144 | 331826 |
Largest Losing Trade | -51277 | -46805 | -51277 | -508469 | -430042 | -508469 |
Avg Bars in Trades | 83 | 75 | 92 | 83 | 75 | 92 |
Avg Bars in Winners | 93 | 81 | 105 | 93 | 81 | 105 |
Avg Bars in Losers | 72 | 66 | 78 | 72 | 66 | 78 |
Bars Traded | 19110 | 8573 | 10537 | 19110 | 8573 | 10537 |
Profit Streak | 0 | 0 | 507.1139 | 0 | 0 | 507.1139 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423115 | 446736 | -421212 | -235294 | -13238 | -580103 |
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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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