Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153310.9086 | 132883.517 | 20427.3916 | 195434.0494 | 206512.8929 | -11078.8435 |
Total P&L (%) | 153.3109 | 132.8835 | 20.4274 | 195.434 | 206.5129 | -11.0788 |
Avg Daily Profit (%) | 0.2944 | 0.2551 | 0.0392 | 0.2082 | 0.2153 | -0.0225 |
Buy And Hold Return (%) | 81.8454 | 81.8454 | 81.8454 | 81.8454 | 81.8454 | 81.8454 |
Max Trade Drawdown | -41022 | -22364 | -54285 | -92588 | -41897 | -104036 |
Profit Factor | 1.6944 | 2.9777 | 1.133 | 1.4921 | 2.8854 | 0.9615 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 47.1264 | 52.2727 | 41.8605 | 47.1264 | 52.2727 | 41.8605 |
Ratio Avg Win / Avg Loss | 1.901 | 2.7187 | 1.5736 | 1.6741 | 2.6345 | 1.3354 |
Largest Winning Trade | 46766 | 46766 | 23960 | 60769 | 60769 | 41635 |
Largest Losing Trade | -28874 | -9297 | -28874 | -61857 | -18867 | -61857 |
Avg Bars in Trades | 271 | 127 | 417 | 271 | 127 | 417 |
Avg Bars in Winners | 424 | 165 | 755 | 424 | 165 | 755 |
Avg Bars in Losers | 134 | 86 | 174 | 134 | 86 | 174 |
Bars Traded | 23597 | 5631 | 17966 | 23597 | 5631 | 17966 |
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 | 88186 | 149949 | -383098 | 154906 | 342355 | -582794 |
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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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