Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253020.7344 | 225640.4612 | 27380.2733 | 207078.1186 | 274415.0596 | -67336.941 |
Total P&L (%) | 253.0207 | 225.6405 | 27.3803 | 207.0781 | 274.4151 | -67.3369 |
Avg Daily Profit (%) | 0.2429 | 0.2166 | 0.0263 | 0.1078 | 0.1268 | -0.1074 |
Buy And Hold Return (%) | 26.6187 | 26.6187 | 26.6187 | 26.6187 | 26.6187 | 26.6187 |
Max Trade Drawdown | -97221 | -84946 | -55562 | -836991 | -638085 | -444545 |
Profit Factor | 1.5745 | 1.9554 | 1.1341 | 1.0843 | 1.2077 | 0.9406 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 43.8017 | 38.3333 | 49.1803 | 43.8017 | 38.3333 | 49.1803 |
Ratio Avg Win / Avg Loss | 2.0201 | 3.1456 | 1.1719 | 1.3912 | 1.9428 | 0.972 |
Largest Winning Trade | 108049 | 108049 | 31600 | 371362 | 371362 | 221082 |
Largest Losing Trade | -22261 | -19817 | -22261 | -162961 | -162961 | -158050 |
Avg Bars in Trades | 204 | 186 | 221 | 204 | 186 | 221 |
Avg Bars in Winners | 305 | 292 | 315 | 305 | 292 | 315 |
Avg Bars in Losers | 125 | 121 | 130 | 125 | 121 | 130 |
Bars Traded | 24724 | 11214 | 13510 | 24724 | 11214 | 13510 |
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 | 315747 | -162517 | -549701 | -178961 | -197078 | -742777 |
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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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