Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312286.2369 | 208497.1286 | 103789.1083 | 933388.6854 | 656607.0528 | 276781.6326 |
Total P&L (%) | 312.2862 | 208.4971 | 103.7891 | 933.3887 | 656.6071 | 276.7816 |
Avg Daily Profit (%) | 0.5996 | 0.4003 | 0.1993 | 0.4494 | 0.3893 | 0.255 |
Buy And Hold Return (%) | 26.2772 | 26.2772 | 26.2772 | 26.2772 | 26.2772 | 26.2772 |
Max Trade Drawdown | -53326 | -54902 | -30955 | -243828 | -176974 | -238853 |
Profit Factor | 1.5235 | 1.6969 | 1.349 | 1.4558 | 1.628 | 1.2761 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 140 | 71 | 69 | 140 | 71 | 69 |
Losing Trades | 222 | 110 | 112 | 222 | 110 | 112 |
Profitability (%) | 38.674 | 39.2265 | 38.1215 | 38.674 | 39.2265 | 38.1215 |
Ratio Avg Win / Avg Loss | 2.4158 | 2.629 | 2.1897 | 2.3084 | 2.5222 | 2.0714 |
Largest Winning Trade | 73272 | 73272 | 19662 | 178140 | 178140 | 131886 |
Largest Losing Trade | -12356 | -11415 | -12356 | -103378 | -40282 | -103378 |
Avg Bars in Trades | 68 | 72 | 64 | 68 | 72 | 64 |
Avg Bars in Winners | 110 | 105 | 115 | 110 | 105 | 115 |
Avg Bars in Losers | 42 | 50 | 33 | 42 | 50 | 33 |
Bars Traded | 24773 | 13081 | 11693 | 24773 | 13081 | 11693 |
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 | 378583 | 294565 | 73675 | 332480 | 301387 | 156402 |
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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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