Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252635.098 | 191641.064 | 60994.034 | 563220.9226 | 443788.8549 | 119432.0677 |
Total P&L (%) | 252.6351 | 191.6411 | 60.994 | 563.2209 | 443.7889 | 119.4321 |
Avg Daily Profit (%) | 0.4851 | 0.368 | 0.1171 | 0.3639 | 0.3257 | 0.151 |
Buy And Hold Return (%) | 71.1824 | 71.1824 | 71.1824 | 71.1824 | 71.1824 | 71.1824 |
Max Trade Drawdown | -40828 | -26311 | -38882 | -196013 | -145827 | -178445 |
Profit Factor | 1.6796 | 2.0373 | 1.3262 | 1.4057 | 1.6408 | 1.1716 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Losing Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Profitability (%) | 47.2081 | 50 | 44.4444 | 47.2081 | 50 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.8783 | 2.0373 | 1.6578 | 1.5719 | 1.6408 | 1.4645 |
Largest Winning Trade | 80365 | 80365 | 29050 | 141419 | 141419 | 96886 |
Largest Losing Trade | -18337 | -18337 | -8678 | -106628 | -106628 | -54950 |
Avg Bars in Trades | 124 | 119 | 129 | 124 | 119 | 129 |
Avg Bars in Winners | 143 | 124 | 164 | 143 | 124 | 164 |
Avg Bars in Losers | 107 | 113 | 102 | 107 | 113 | 102 |
Bars Traded | 24552 | 11701 | 12851 | 24552 | 11701 | 12851 |
Profit Streak | 0 | 24.1549 | 0 | 0 | 24.1549 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359761 | 365304 | -204103 | 383625 | 428222 | -36589 |
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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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