Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297399.7832 | 224063.2931 | 73336.4901 | 760149.7276 | 596196.0733 | 163953.6542 |
Total P&L (%) | 297.3998 | 224.0633 | 73.3365 | 760.1497 | 596.1961 | 163.9537 |
Avg Daily Profit (%) | 0.571 | 0.4302 | 0.1408 | 0.414 | 0.3733 | 0.1865 |
Buy And Hold Return (%) | 56.5081 | 56.5081 | 56.5081 | 56.5081 | 56.5081 | 56.5081 |
Max Trade Drawdown | -64345 | -24854 | -60957 | -166491 | -80697 | -133840 |
Profit Factor | 1.8407 | 2.5243 | 1.3547 | 1.7075 | 2.319 | 1.2634 |
Total Trades | 267 | 134 | 133 | 267 | 134 | 133 |
Winning Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Losing Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Profitability (%) | 46.8165 | 47.0149 | 46.6165 | 46.8165 | 47.0149 | 46.6165 |
Ratio Avg Win / Avg Loss | 2.0911 | 2.8449 | 1.5514 | 1.9397 | 2.6134 | 1.4468 |
Largest Winning Trade | 123436 | 123436 | 30535 | 182612 | 182612 | 112404 |
Largest Losing Trade | -11764 | -11764 | -9687 | -50305 | -38643 | -50305 |
Avg Bars in Trades | 90 | 50 | 130 | 90 | 50 | 130 |
Avg Bars in Winners | 133 | 80 | 187 | 133 | 80 | 187 |
Avg Bars in Losers | 52 | 24 | 81 | 52 | 24 | 81 |
Bars Traded | 24162 | 6761 | 17401 | 24162 | 6761 | 17401 |
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 | 457807 | 367885 | -78747 | 456936 | 432212 | 74928 |
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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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