Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285042.7505 | 185136.3208 | 99906.4297 | 728473.9988 | 397258.7079 | 331215.291 |
Total P&L (%) | 285.0428 | 185.1363 | 99.9064 | 728.474 | 397.2587 | 331.2153 |
Avg Daily Profit (%) | 0.5473 | 0.3555 | 0.1918 | 0.4068 | 0.3084 | 0.281 |
Buy And Hold Return (%) | 31.1733 | 31.1733 | 31.1733 | 31.1733 | 31.1733 | 31.1733 |
Max Trade Drawdown | -75874 | -55697 | -63988 | -139240 | -150559 | -79144 |
Profit Factor | 1.6217 | 1.795 | 1.4428 | 1.6014 | 1.593 | 1.6118 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Losing Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Profitability (%) | 47.2222 | 47.2222 | 47.2222 | 47.2222 | 47.2222 | 47.2222 |
Ratio Avg Win / Avg Loss | 1.8125 | 2.0062 | 1.6125 | 1.7898 | 1.7804 | 1.8014 |
Largest Winning Trade | 70148 | 70148 | 19210 | 133713 | 133713 | 63792 |
Largest Losing Trade | -21661 | -21661 | -18350 | -53591 | -53591 | -32984 |
Avg Bars in Trades | 114 | 120 | 107 | 114 | 120 | 107 |
Avg Bars in Winners | 144 | 137 | 151 | 144 | 137 | 151 |
Avg Bars in Losers | 86 | 105 | 68 | 86 | 105 | 68 |
Bars Traded | 24627 | 13004 | 11623 | 24627 | 13004 | 11623 |
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 | 473075 | 350326 | 171863 | 443437 | 346231 | 340147 |
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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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