Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322864.8831 | 255817.3005 | 67047.5827 | 641840.4316 | 582409.2764 | 59431.1552 |
Total P&L (%) | 322.8649 | 255.8173 | 67.0476 | 641.8404 | 582.4093 | 59.4312 |
Avg Daily Profit (%) | 0.3099 | 0.2456 | 0.0644 | 0.1926 | 0.1845 | 0.0448 |
Buy And Hold Return (%) | 74.8261 | 74.8261 | 74.8261 | 74.8261 | 74.8261 | 74.8261 |
Max Trade Drawdown | -96894 | -72337 | -56675 | -1619361 | -1174115 | -750517 |
Profit Factor | 1.6748 | 2.0863 | 1.276 | 1.1325 | 1.2476 | 1.0238 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 47.3404 | 44.6809 | 50 | 47.3404 | 44.6809 | 50 |
Ratio Avg Win / Avg Loss | 1.863 | 2.5831 | 1.276 | 1.2597 | 1.5446 | 1.0238 |
Largest Winning Trade | 115190 | 115190 | 24605 | 958543 | 958543 | 380275 |
Largest Losing Trade | -18261 | -12639 | -18261 | -413597 | -246161 | -413597 |
Avg Bars in Trades | 129 | 123 | 135 | 129 | 123 | 135 |
Avg Bars in Winners | 185 | 179 | 190 | 185 | 179 | 190 |
Avg Bars in Losers | 79 | 77 | 81 | 79 | 77 | 81 |
Bars Traded | 24340 | 11567 | 12773 | 24340 | 11567 | 12773 |
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 | 350686 | 247206 | -273130 | -66903 | 230706 | -493479 |
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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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