Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324075.7262 | 229873.63 | 94202.0962 | 1054087.1619 | 705553.8579 | 348533.304 |
Total P&L (%) | 324.0757 | 229.8736 | 94.2021 | 1054.0872 | 705.5539 | 348.5333 |
Avg Daily Profit (%) | 0.6222 | 0.4414 | 0.1809 | 0.4707 | 0.4014 | 0.2886 |
Buy And Hold Return (%) | 80.009 | 80.009 | 80.009 | 80.009 | 80.009 | 80.009 |
Max Trade Drawdown | -47323 | -48879 | -35335 | -213101 | -178423 | -160396 |
Profit Factor | 1.5668 | 1.8388 | 1.3164 | 1.5957 | 1.823 | 1.3821 |
Total Trades | 369 | 184 | 185 | 369 | 184 | 185 |
Winning Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Losing Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Profitability (%) | 39.5664 | 39.6739 | 39.4595 | 39.5664 | 39.6739 | 39.4595 |
Ratio Avg Win / Avg Loss | 2.3932 | 2.7961 | 2.0197 | 2.4373 | 2.772 | 2.1205 |
Largest Winning Trade | 85476 | 85476 | 19179 | 163655 | 163655 | 89773 |
Largest Losing Trade | -10484 | -7108 | -10484 | -48443 | -39933 | -48443 |
Avg Bars in Trades | 66 | 66 | 67 | 66 | 66 | 67 |
Avg Bars in Winners | 103 | 102 | 104 | 103 | 102 | 104 |
Avg Bars in Losers | 42 | 42 | 42 | 42 | 42 | 42 |
Bars Traded | 24622 | 12211 | 12411 | 24622 | 12211 | 12411 |
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 | 330514 | 207821 | -106090 | 383635 | 325484 | 140919 |
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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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