Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226770.526 | 158159.8417 | 68610.6842 | 349088.329 | 168762.7551 | 180325.5739 |
Total P&L (%) | 226.7705 | 158.1598 | 68.6107 | 349.0883 | 168.7628 | 180.3256 |
Avg Daily Profit (%) | 0.4354 | 0.3037 | 0.1317 | 0.2888 | 0.19 | 0.1981 |
Buy And Hold Return (%) | 21.5363 | 21.5363 | 21.5363 | 21.5363 | 21.5363 | 21.5363 |
Max Trade Drawdown | -66456 | -47063 | -33435 | -240436 | -235198 | -152652 |
Profit Factor | 1.443 | 1.59 | 1.2813 | 1.2262 | 1.2027 | 1.2536 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 116 | 55 | 61 | 116 | 55 | 61 |
Losing Trades | 144 | 75 | 69 | 144 | 75 | 69 |
Profitability (%) | 44.6154 | 42.3077 | 46.9231 | 44.6154 | 42.3077 | 46.9231 |
Ratio Avg Win / Avg Loss | 1.7913 | 2.1681 | 1.4494 | 1.5221 | 1.6401 | 1.418 |
Largest Winning Trade | 88409 | 88409 | 19784 | 141401 | 141401 | 77770 |
Largest Losing Trade | -13925 | -13925 | -10791 | -69633 | -69633 | -55874 |
Avg Bars in Trades | 94 | 96 | 93 | 94 | 96 | 93 |
Avg Bars in Winners | 121 | 119 | 123 | 121 | 119 | 123 |
Avg Bars in Losers | 72 | 78 | 66 | 72 | 78 | 66 |
Bars Traded | 24621 | 12487 | 12134 | 24621 | 12487 | 12134 |
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 | 374364 | 277365 | -22113 | 281562 | 157200 | 195489 |
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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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