Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387587.0292 | 343524.0253 | 44063.0039 | 316589.5348 | 292605.7256 | 23983.8092 |
Total P&L (%) | 387.587 | 343.524 | 44.063 | 316.5895 | 292.6057 | 23.9838 |
Avg Daily Profit (%) | 0.3721 | 0.3298 | 0.0423 | 0.1371 | 0.1314 | 0.0206 |
Buy And Hold Return (%) | 127.1663 | 127.1663 | 127.1663 | 127.1663 | 127.1663 | 127.1663 |
Max Trade Drawdown | -85840 | -70066 | -17633 | -430787 | -342907 | -99406 |
Profit Factor | 2.3654 | 2.546 | 1.7146 | 1.3111 | 1.3911 | 1.089 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 52.1739 | 45.6522 | 58.6957 | 52.1739 | 45.6522 | 58.6957 |
Ratio Avg Win / Avg Loss | 2.1683 | 3.031 | 1.2065 | 1.2019 | 1.656 | 0.7664 |
Largest Winning Trade | 322298 | 322298 | 9652 | 371667 | 371667 | 44275 |
Largest Losing Trade | -37946 | -37946 | -11666 | -226015 | -226015 | -78667 |
Avg Bars in Trades | 259 | 473 | 44 | 259 | 473 | 44 |
Avg Bars in Winners | 276 | 577 | 43 | 276 | 577 | 43 |
Avg Bars in Losers | 239 | 385 | 47 | 239 | 385 | 47 |
Bars Traded | 23831 | 21770 | 2061 | 23831 | 21770 | 2061 |
Profit Streak | 0 | 84.5351 | 0 | 0 | 84.5351 | 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 | 398011 | 329348 | -298845 | -12980 | -21824 | -454111 |
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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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