Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264434.3231 | 181348.3153 | 83086.0078 | 580367.859 | 386545.0307 | 193822.8284 |
Total P&L (%) | 264.4343 | 181.3483 | 83.086 | 580.3679 | 386.545 | 193.8228 |
Avg Daily Profit (%) | 0.5077 | 0.3482 | 0.1595 | 0.3688 | 0.3042 | 0.2072 |
Buy And Hold Return (%) | 26.7797 | 26.7797 | 26.7797 | 26.7797 | 26.7797 | 26.7797 |
Max Trade Drawdown | -55255 | -42026 | -27448 | -337988 | -196829 | -159066 |
Profit Factor | 1.6469 | 1.8528 | 1.4236 | 1.358 | 1.436 | 1.2639 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 66 | 28 | 38 | 66 | 28 | 38 |
Losing Trades | 97 | 53 | 44 | 97 | 53 | 44 |
Profitability (%) | 40.4908 | 34.5679 | 46.3415 | 40.4908 | 34.5679 | 46.3415 |
Ratio Avg Win / Avg Loss | 2.4204 | 3.5071 | 1.6484 | 1.9958 | 2.7181 | 1.4634 |
Largest Winning Trade | 72054 | 72054 | 25071 | 194651 | 194651 | 92923 |
Largest Losing Trade | -15406 | -12595 | -15406 | -99825 | -99825 | -64616 |
Avg Bars in Trades | 150 | 162 | 139 | 150 | 162 | 139 |
Avg Bars in Winners | 197 | 219 | 182 | 197 | 219 | 182 |
Avg Bars in Losers | 118 | 132 | 101 | 118 | 132 | 101 |
Bars Traded | 24595 | 13182 | 11413 | 24595 | 13182 | 11413 |
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 | 358454 | -6276 | -244 | 274218 | -7990 | 39438 |
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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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