Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248543.9208 | 186616.1068 | 61927.814 | 356553.5741 | 192978.7848 | 163574.7894 |
Total P&L (%) | 248.5439 | 186.6161 | 61.9278 | 356.5536 | 192.9788 | 163.5748 |
Avg Daily Profit (%) | 0.4772 | 0.3583 | 0.1189 | 0.292 | 0.2066 | 0.1863 |
Buy And Hold Return (%) | 34.6106 | 34.6106 | 34.6106 | 34.6106 | 34.6106 | 34.6106 |
Max Trade Drawdown | -49261 | -66294 | -21747 | -212037 | -267065 | -75771 |
Profit Factor | 1.4356 | 1.59 | 1.2435 | 1.214 | 1.2033 | 1.2281 |
Total Trades | 345 | 172 | 173 | 345 | 172 | 173 |
Winning Trades | 139 | 64 | 75 | 139 | 64 | 75 |
Losing Trades | 206 | 108 | 98 | 206 | 108 | 98 |
Profitability (%) | 40.2899 | 37.2093 | 43.3526 | 40.2899 | 37.2093 | 43.3526 |
Ratio Avg Win / Avg Loss | 2.1275 | 2.6831 | 1.6249 | 1.7991 | 2.0306 | 1.6047 |
Largest Winning Trade | 131094 | 131094 | 19157 | 168251 | 168251 | 70598 |
Largest Losing Trade | -12761 | -12761 | -8610 | -42768 | -42768 | -37951 |
Avg Bars in Trades | 70 | 94 | 46 | 70 | 94 | 46 |
Avg Bars in Winners | 102 | 149 | 62 | 102 | 149 | 62 |
Avg Bars in Losers | 49 | 62 | 35 | 49 | 62 | 35 |
Bars Traded | 24376 | 16276 | 8100 | 24376 | 16276 | 8100 |
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 | 341017 | 204170 | -44517 | 235275 | 76842 | 139643 |
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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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