Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369350.7122 | 287803.178 | 81547.5342 | 927443.7127 | 816818.5583 | 110625.1544 |
Total P&L (%) | 369.3507 | 287.8032 | 81.5475 | 927.4437 | 816.8186 | 110.6252 |
Avg Daily Profit (%) | 0.3546 | 0.2763 | 0.0783 | 0.2239 | 0.2129 | 0.0715 |
Buy And Hold Return (%) | 67.8255 | 67.8255 | 67.8255 | 67.8255 | 67.8255 | 67.8255 |
Max Trade Drawdown | -79569 | -69320 | -36887 | -1687979 | -1347225 | -732301 |
Profit Factor | 1.829 | 2.2091 | 1.393 | 1.1424 | 1.2295 | 1.0375 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Profitability (%) | 41.9753 | 43.2099 | 40.7407 | 41.9753 | 43.2099 | 40.7407 |
Ratio Avg Win / Avg Loss | 2.5283 | 2.9035 | 2.0261 | 1.5792 | 1.6159 | 1.509 |
Largest Winning Trade | 120773 | 120773 | 27124 | 660591 | 660591 | 478148 |
Largest Losing Trade | -13993 | -13958 | -13993 | -379984 | -238388 | -379984 |
Avg Bars in Trades | 150 | 143 | 157 | 150 | 143 | 157 |
Avg Bars in Winners | 275 | 262 | 288 | 275 | 262 | 288 |
Avg Bars in Losers | 59 | 52 | 66 | 59 | 52 | 66 |
Bars Traded | 24348 | 11617 | 12731 | 24348 | 11617 | 12731 |
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 | 327750 | -4127 | -205057 | -56796 | -5686 | -300534 |
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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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