Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380118.2033 | 269968.4023 | 110149.801 | 1442004.2132 | 790177.8758 | 651826.3374 |
Total P&L (%) | 380.1182 | 269.9684 | 110.1498 | 1442.0042 | 790.1779 | 651.8263 |
Avg Daily Profit (%) | 0.2534 | 0.18 | 0.0734 | 0.1825 | 0.1459 | 0.1346 |
Buy And Hold Return (%) | 71.3585 | 71.3585 | 71.3585 | 71.3585 | 71.3585 | 71.3585 |
Max Trade Drawdown | -59754 | -38225 | -40338 | -834647 | -747754 | -427612 |
Profit Factor | 1.8721 | 2.3365 | 1.471 | 1.333 | 1.3427 | 1.3221 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 52.7778 | 51.3889 | 54.1667 | 52.7778 | 51.3889 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.675 | 2.2102 | 1.2447 | 1.1927 | 1.2701 | 1.1187 |
Largest Winning Trade | 66394 | 66394 | 44596 | 472971 | 472971 | 248115 |
Largest Losing Trade | -26103 | -22887 | -26103 | -457678 | -457678 | -262761 |
Avg Bars in Trades | 120 | 133 | 108 | 120 | 133 | 108 |
Avg Bars in Winners | 137 | 171 | 106 | 137 | 171 | 106 |
Avg Bars in Losers | 101 | 93 | 110 | 101 | 93 | 110 |
Bars Traded | 17403 | 9610 | 7793 | 17403 | 9610 | 7793 |
Profit Streak | 0 | 0 | 653.6155 | 0 | 0 | 653.6155 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405240 | -69793 | -181381 | 320959 | -76848 | -90414 |
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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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