Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277555.6153 | 198672.0844 | 78883.5309 | 741719.4695 | 528698.863 | 213020.6064 |
Total P&L (%) | 277.5556 | 198.6721 | 78.8835 | 741.7195 | 528.6989 | 213.0206 |
Avg Daily Profit (%) | 0.5329 | 0.3815 | 0.1515 | 0.4099 | 0.3536 | 0.2193 |
Buy And Hold Return (%) | 48.0559 | 48.0559 | 48.0559 | 48.0559 | 48.0559 | 48.0559 |
Max Trade Drawdown | -25588 | -18170 | -32156 | -203099 | -86149 | -193691 |
Profit Factor | 2.0478 | 2.6167 | 1.5555 | 1.6479 | 2.0358 | 1.3358 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Losing Trades | 119 | 58 | 61 | 119 | 58 | 61 |
Profitability (%) | 40.201 | 42 | 38.3838 | 40.201 | 42 | 38.3838 |
Ratio Avg Win / Avg Loss | 3.0461 | 3.6135 | 2.497 | 2.4512 | 2.8114 | 2.1442 |
Largest Winning Trade | 101230 | 101230 | 26914 | 168409 | 168409 | 100384 |
Largest Losing Trade | -9187 | -5971 | -9187 | -58488 | -53456 | -58488 |
Avg Bars in Trades | 123 | 82 | 166 | 123 | 82 | 166 |
Avg Bars in Winners | 223 | 135 | 320 | 223 | 135 | 320 |
Avg Bars in Losers | 56 | 43 | 69 | 56 | 43 | 69 |
Bars Traded | 24655 | 8219 | 16436 | 24655 | 8219 | 16436 |
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 | 367382 | 291304 | -4692 | 346117 | 333093 | 71492 |
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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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