Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322175.0971 | 230568.2025 | 91606.8946 | 1004993.3537 | 713740.1912 | 291253.1625 |
Total P&L (%) | 322.1751 | 230.5682 | 91.6069 | 1004.9934 | 713.7402 | 291.2532 |
Avg Daily Profit (%) | 0.6186 | 0.4427 | 0.1759 | 0.4623 | 0.4033 | 0.2623 |
Buy And Hold Return (%) | 74.8616 | 74.8616 | 74.8616 | 74.8616 | 74.8616 | 74.8616 |
Max Trade Drawdown | -75166 | -67425 | -49929 | -247335 | -216412 | -216902 |
Profit Factor | 1.6142 | 1.9039 | 1.34 | 1.5652 | 1.8104 | 1.3246 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Losing Trades | 158 | 80 | 78 | 158 | 80 | 78 |
Profitability (%) | 41.0448 | 40.2985 | 41.791 | 41.0448 | 40.2985 | 41.791 |
Ratio Avg Win / Avg Loss | 2.3186 | 2.8205 | 1.8664 | 2.2482 | 2.682 | 1.8449 |
Largest Winning Trade | 77357 | 77357 | 20010 | 181521 | 181521 | 114063 |
Largest Losing Trade | -14444 | -11978 | -14444 | -113883 | -53006 | -113883 |
Avg Bars in Trades | 92 | 95 | 88 | 92 | 95 | 88 |
Avg Bars in Winners | 138 | 132 | 143 | 138 | 132 | 143 |
Avg Bars in Losers | 60 | 70 | 49 | 60 | 70 | 49 |
Bars Traded | 24753 | 12837 | 11915 | 24753 | 12837 | 11915 |
Profit Streak | 0 | 0 | 7.7875 | 0 | 0 | 7.7875 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347492 | 206264 | -90616 | 376058 | 312102 | 140229 |
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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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