Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367904.6513 | 285032.1973 | 82872.454 | 1011837.9675 | 995540.9268 | 16297.0407 |
Total P&L (%) | 367.9047 | 285.0322 | 82.8725 | 1011.838 | 995.5409 | 16.297 |
Avg Daily Profit (%) | 0.3532 | 0.2736 | 0.0796 | 0.2315 | 0.2301 | 0.0145 |
Buy And Hold Return (%) | 118.3846 | 118.3846 | 118.3846 | 118.3846 | 118.3846 | 118.3846 |
Max Trade Drawdown | -80021 | -65010 | -45121 | -2045726 | -1382433 | -903197 |
Profit Factor | 1.8101 | 2.2134 | 1.378 | 1.1616 | 1.3159 | 1.0052 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Profitability (%) | 45.8824 | 44.7059 | 47.0588 | 45.8824 | 44.7059 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.135 | 2.7377 | 1.5503 | 1.3701 | 1.6276 | 1.1309 |
Largest Winning Trade | 109196 | 109196 | 34579 | 1277905 | 1277905 | 601794 |
Largest Losing Trade | -17303 | -17303 | -16281 | -514103 | -457399 | -514103 |
Avg Bars in Trades | 143 | 132 | 153 | 143 | 132 | 153 |
Avg Bars in Winners | 217 | 197 | 236 | 217 | 197 | 236 |
Avg Bars in Losers | 79 | 80 | 79 | 79 | 80 | 79 |
Bars Traded | 24317 | 11282 | 13035 | 24317 | 11282 | 13035 |
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 | 310967 | 212612 | -252306 | -35143 | 259255 | -555490 |
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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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