Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295203.199 | 204363.3315 | 90839.8674 | 785896.6562 | 533743.9364 | 252152.7198 |
Total P&L (%) | 295.2032 | 204.3633 | 90.8399 | 785.8967 | 533.7439 | 252.1527 |
Avg Daily Profit (%) | 0.5668 | 0.3924 | 0.1744 | 0.4197 | 0.3552 | 0.242 |
Buy And Hold Return (%) | 56.7471 | 56.7471 | 56.7471 | 56.7471 | 56.7471 | 56.7471 |
Max Trade Drawdown | -57921 | -23714 | -59542 | -159193 | -82925 | -143482 |
Profit Factor | 1.8439 | 2.4034 | 1.4449 | 1.6676 | 2.1047 | 1.3633 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 132 | 64 | 68 | 132 | 64 | 68 |
Losing Trades | 150 | 77 | 73 | 150 | 77 | 73 |
Profitability (%) | 46.8085 | 45.3901 | 48.227 | 46.8085 | 45.3901 | 48.227 |
Ratio Avg Win / Avg Loss | 2.0953 | 2.8916 | 1.5511 | 1.895 | 2.5322 | 1.4636 |
Largest Winning Trade | 116812 | 116812 | 29429 | 189545 | 189545 | 158161 |
Largest Losing Trade | -11764 | -11764 | -9687 | -51677 | -43485 | -51677 |
Avg Bars in Trades | 85 | 44 | 127 | 85 | 44 | 127 |
Avg Bars in Winners | 127 | 69 | 181 | 127 | 69 | 181 |
Avg Bars in Losers | 49 | 22 | 77 | 49 | 22 | 77 |
Bars Traded | 24221 | 6226 | 17995 | 24221 | 6226 | 17995 |
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 | 457974 | 314112 | -1506 | 458623 | 389665 | 186619 |
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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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