Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257143.7334 | 233870.9172 | 23272.8161 | 108003.1668 | 58672.8626 | 49330.3042 |
Total P&L (%) | 257.1437 | 233.8709 | 23.2728 | 108.0032 | 58.6729 | 49.3303 |
Avg Daily Profit (%) | 0.4937 | 0.449 | 0.0447 | 0.1407 | 0.0887 | 0.077 |
Buy And Hold Return (%) | 41.0816 | 41.0816 | 41.0816 | 41.0816 | 41.0816 | 41.0816 |
Max Trade Drawdown | -69217 | -69778 | -18745 | -165622 | -181685 | -20261 |
Profit Factor | 1.8546 | 1.9951 | 1.3532 | 1.2075 | 1.1399 | 1.4884 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 46.2366 | 41.3043 | 51.0638 | 46.2366 | 41.3043 | 51.0638 |
Ratio Avg Win / Avg Loss | 2.1565 | 2.8351 | 1.2969 | 1.404 | 1.6198 | 1.4264 |
Largest Winning Trade | 270106 | 270106 | 12269 | 206799 | 206799 | 21262 |
Largest Losing Trade | -33221 | -33221 | -13043 | -70599 | -70599 | -17109 |
Avg Bars in Trades | 258 | 480 | 41 | 258 | 480 | 41 |
Avg Bars in Winners | 358 | 751 | 48 | 358 | 751 | 48 |
Avg Bars in Losers | 172 | 289 | 33 | 172 | 289 | 33 |
Bars Traded | 24034 | 22102 | 1932 | 24034 | 22102 | 1932 |
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 | 409425 | 316512 | -298945 | -10890 | -176579 | -192537 |
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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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