Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355637.41 | 272534.4847 | 83102.9254 | 988119.4018 | 858360.8087 | 129758.593 |
Total P&L (%) | 355.6374 | 272.5345 | 83.1029 | 988.1194 | 858.3608 | 129.7586 |
Avg Daily Profit (%) | 0.3414 | 0.2616 | 0.0798 | 0.2294 | 0.2172 | 0.0799 |
Buy And Hold Return (%) | 89.5697 | 89.5697 | 89.5697 | 89.5697 | 89.5697 | 89.5697 |
Max Trade Drawdown | -61541 | -55413 | -40634 | -1412997 | -1015547 | -773046 |
Profit Factor | 1.7726 | 2.1714 | 1.365 | 1.1642 | 1.2899 | 1.0425 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Profitability (%) | 47.8495 | 46.2366 | 49.4624 | 47.8495 | 46.2366 | 49.4624 |
Ratio Avg Win / Avg Loss | 1.9319 | 2.5249 | 1.3947 | 1.2689 | 1.4999 | 1.0651 |
Largest Winning Trade | 118609 | 118609 | 34384 | 571449 | 428610 | 571449 |
Largest Losing Trade | -18430 | -13637 | -18430 | -460979 | -272451 | -460979 |
Avg Bars in Trades | 130 | 121 | 140 | 130 | 121 | 140 |
Avg Bars in Winners | 201 | 184 | 218 | 201 | 184 | 218 |
Avg Bars in Losers | 65 | 67 | 63 | 65 | 67 | 63 |
Bars Traded | 24330 | 11310 | 13020 | 24330 | 11310 | 13020 |
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 | 362888 | 267705 | -252245 | -31435 | 231744 | -286794 |
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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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