Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334547.6424 | 327528.9142 | 7018.7282 | 111654.5788 | 195202.5579 | -83547.979 |
Total P&L (%) | 334.5476 | 327.5289 | 7.0187 | 111.6546 | 195.2026 | -83.548 |
Avg Daily Profit (%) | 0.3212 | 0.3144 | 0.0067 | 0.072 | 0.104 | -0.1731 |
Buy And Hold Return (%) | 115.0489 | 115.0489 | 115.0489 | 115.0489 | 115.0489 | 115.0489 |
Max Trade Drawdown | -140614 | -98862 | -45556 | -592781 | -438247 | -177200 |
Profit Factor | 1.9083 | 2.2069 | 1.0724 | 1.095 | 1.226 | 0.7325 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 47.7273 | 43.1818 | 52.2727 | 47.7273 | 43.1818 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.09 | 2.9038 | 0.9791 | 1.1992 | 1.6132 | 0.6688 |
Largest Winning Trade | 332285 | 332285 | 12636 | 423702 | 423702 | 37084 |
Largest Losing Trade | -33682 | -33682 | -14010 | -234589 | -234589 | -57483 |
Avg Bars in Trades | 270 | 476 | 64 | 270 | 476 | 64 |
Avg Bars in Winners | 357 | 717 | 60 | 357 | 717 | 60 |
Avg Bars in Losers | 191 | 293 | 69 | 191 | 293 | 69 |
Bars Traded | 23822 | 20971 | 2852 | 23822 | 20971 | 2852 |
Profit Streak | 0 | 82.4822 | 0 | 0 | 82.4822 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303769 | 270585 | -491808 | -379300 | -64378 | -580424 |
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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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