Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323578.8056 | 243476.1193 | 80102.6863 | 771142.5676 | 472340.8172 | 298801.7504 |
Total P&L (%) | 323.5788 | 243.4761 | 80.1027 | 771.1426 | 472.3408 | 298.8018 |
Avg Daily Profit (%) | 0.6213 | 0.4675 | 0.1538 | 0.4165 | 0.3355 | 0.2659 |
Buy And Hold Return (%) | 48.5906 | 48.5906 | 48.5906 | 48.5906 | 48.5906 | 48.5906 |
Max Trade Drawdown | -66817 | -60808 | -22674 | -305410 | -373199 | -106823 |
Profit Factor | 1.7642 | 1.8896 | 1.535 | 1.4087 | 1.3727 | 1.4826 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 125 | 65 | 60 | 125 | 65 | 60 |
Profitability (%) | 38.1188 | 35.6436 | 40.5941 | 38.1188 | 35.6436 | 40.5941 |
Ratio Avg Win / Avg Loss | 2.864 | 3.4118 | 2.2464 | 2.2869 | 2.4785 | 2.1696 |
Largest Winning Trade | 142577 | 142577 | 23456 | 248945 | 248945 | 69335 |
Largest Losing Trade | -9717 | -9717 | -7779 | -60520 | -60520 | -46315 |
Avg Bars in Trades | 122 | 170 | 73 | 122 | 170 | 73 |
Avg Bars in Winners | 198 | 290 | 116 | 198 | 290 | 116 |
Avg Bars in Losers | 75 | 104 | 44 | 75 | 104 | 44 |
Bars Traded | 24717 | 17247 | 7470 | 24717 | 17247 | 7470 |
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 | 367489 | 206330 | -3886 | 274167 | 143340 | 194998 |
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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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