Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137840.0189 | 100461.3243 | 37378.6946 | 144336.0298 | 151367.9021 | -7031.8723 |
Total P&L (%) | 137.84 | 100.4613 | 37.3787 | 144.336 | 151.3679 | -7.0319 |
Avg Daily Profit (%) | 0.5293 | 0.3858 | 0.1435 | 0.3436 | 0.3546 | -0.028 |
Buy And Hold Return (%) | 19.7872 | 19.7872 | 19.7872 | 19.7872 | 19.7872 | 19.7872 |
Max Trade Drawdown | -46981 | -28199 | -30856 | -160856 | -59341 | -104810 |
Profit Factor | 1.706 | 2.0191 | 1.3867 | 1.2628 | 1.5834 | 0.9757 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Losing Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Profitability (%) | 41.8367 | 46.9388 | 36.7347 | 41.8367 | 46.9388 | 36.7347 |
Ratio Avg Win / Avg Loss | 2.3718 | 2.2824 | 2.3883 | 1.7556 | 1.7899 | 1.6804 |
Largest Winning Trade | 75706 | 75706 | 30201 | 98732 | 98732 | 66318 |
Largest Losing Trade | -17053 | -17053 | -14860 | -43100 | -36759 | -43100 |
Avg Bars in Trades | 250 | 247 | 252 | 250 | 247 | 252 |
Avg Bars in Winners | 414 | 361 | 482 | 414 | 361 | 482 |
Avg Bars in Losers | 132 | 147 | 119 | 132 | 147 | 119 |
Bars Traded | 24526 | 12142 | 12384 | 24526 | 12142 | 12384 |
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 | 336127 | 333872 | -13791 | 198267 | 337654 | -584458 |
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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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