Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251106.2197 | 177355.1421 | 73751.0775 | 442847.6258 | 314678.8149 | 128168.8108 |
Total P&L (%) | 251.1062 | 177.3551 | 73.7511 | 442.8476 | 314.6788 | 128.1688 |
Avg Daily Profit (%) | 0.4821 | 0.3405 | 0.1416 | 0.3253 | 0.2735 | 0.1585 |
Buy And Hold Return (%) | 27.7033 | 27.7033 | 27.7033 | 27.7033 | 27.7033 | 27.7033 |
Max Trade Drawdown | -71715 | -35694 | -50665 | -649795 | -327036 | -452236 |
Profit Factor | 1.5322 | 1.7434 | 1.3161 | 1.2134 | 1.3118 | 1.1202 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 98 | 43 | 55 | 98 | 43 | 55 |
Losing Trades | 114 | 63 | 51 | 114 | 63 | 51 |
Profitability (%) | 46.2264 | 40.566 | 51.8868 | 46.2264 | 40.566 | 51.8868 |
Ratio Avg Win / Avg Loss | 1.7823 | 2.5544 | 1.2204 | 1.4115 | 1.922 | 1.0387 |
Largest Winning Trade | 77763 | 77763 | 20356 | 277084 | 277084 | 107314 |
Largest Losing Trade | -27295 | -20057 | -27295 | -294528 | -87745 | -294528 |
Avg Bars in Trades | 116 | 109 | 123 | 116 | 109 | 123 |
Avg Bars in Winners | 134 | 136 | 133 | 134 | 136 | 133 |
Avg Bars in Losers | 100 | 92 | 111 | 100 | 92 | 111 |
Bars Traded | 24708 | 11652 | 13056 | 24708 | 11652 | 13056 |
Profit Streak | 0 | 4.1089 | 0 | 0 | 4.1089 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421907 | 255615 | -7827 | 263526 | 175971 | -83297 |
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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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