Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303126.5128 | 201154.7698 | 101971.7431 | 746731.8912 | 568305.1069 | 178426.7843 |
Total P&L (%) | 303.1265 | 201.1548 | 101.9717 | 746.7319 | 568.3051 | 178.4268 |
Avg Daily Profit (%) | 0.582 | 0.3862 | 0.1958 | 0.411 | 0.3654 | 0.1968 |
Buy And Hold Return (%) | 66.2967 | 66.2967 | 66.2967 | 66.2967 | 66.2967 | 66.2967 |
Max Trade Drawdown | -37501 | -29937 | -45003 | -248110 | -124353 | -305876 |
Profit Factor | 2.1346 | 2.493 | 1.7699 | 1.6221 | 2.0132 | 1.279 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Losing Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Profitability (%) | 45.7447 | 51.0638 | 40.4255 | 45.7447 | 51.0638 | 40.4255 |
Ratio Avg Win / Avg Loss | 2.5317 | 2.3891 | 2.6083 | 1.9239 | 1.9293 | 1.8849 |
Largest Winning Trade | 92348 | 92348 | 35206 | 287826 | 287826 | 215639 |
Largest Losing Trade | -17517 | -12986 | -17517 | -129800 | -124353 | -129800 |
Avg Bars in Trades | 257 | 248 | 265 | 257 | 248 | 265 |
Avg Bars in Winners | 382 | 353 | 418 | 382 | 353 | 418 |
Avg Bars in Losers | 151 | 138 | 161 | 151 | 138 | 161 |
Bars Traded | 24159 | 11676 | 12483 | 24159 | 11676 | 12483 |
Profit Streak | 0 | 43.0202 | 0 | 0 | 43.0202 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405340 | 414754 | -3237 | 393805 | 500918 | 38304 |
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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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