Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240498.9158 | 195007.5931 | 45491.3228 | 348315.9412 | 255480.4102 | 92835.531 |
Total P&L (%) | 240.4989 | 195.0076 | 45.4913 | 348.3159 | 255.4804 | 92.8355 |
Avg Daily Profit (%) | 0.4618 | 0.3744 | 0.0873 | 0.2885 | 0.2438 | 0.1262 |
Buy And Hold Return (%) | 48.0747 | 48.0747 | 48.0747 | 48.0747 | 48.0747 | 48.0747 |
Max Trade Drawdown | -57762 | -41406 | -29971 | -270058 | -178390 | -138629 |
Profit Factor | 1.5771 | 1.9159 | 1.2231 | 1.2535 | 1.351 | 1.1437 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Profitability (%) | 43.2927 | 40.2439 | 46.3415 | 43.2927 | 40.2439 | 46.3415 |
Ratio Avg Win / Avg Loss | 2.0657 | 2.8448 | 1.4163 | 1.6419 | 2.006 | 1.3243 |
Largest Winning Trade | 118443 | 118443 | 23585 | 177380 | 177380 | 101403 |
Largest Losing Trade | -13833 | -12727 | -13833 | -75771 | -75771 | -46289 |
Avg Bars in Trades | 150 | 157 | 142 | 150 | 157 | 142 |
Avg Bars in Winners | 210 | 238 | 187 | 210 | 238 | 187 |
Avg Bars in Losers | 103 | 103 | 104 | 103 | 103 | 104 |
Bars Traded | 24622 | 12927 | 11696 | 24622 | 12927 | 11696 |
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 | 327484 | 63239 | -248960 | 250924 | -442 | -100858 |
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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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