Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304260.0679 | 198806.7964 | 105453.2715 | 870205.5237 | 570474.0529 | 299731.4708 |
Total P&L (%) | 304.2601 | 198.8068 | 105.4533 | 870.2055 | 570.4741 | 299.7315 |
Avg Daily Profit (%) | 0.5842 | 0.3817 | 0.2025 | 0.4372 | 0.366 | 0.2664 |
Buy And Hold Return (%) | 22.3542 | 22.3542 | 22.3542 | 22.3542 | 22.3542 | 22.3542 |
Max Trade Drawdown | -59014 | -48357 | -30499 | -352291 | -225513 | -208438 |
Profit Factor | 1.5262 | 1.6634 | 1.3786 | 1.3715 | 1.4551 | 1.2753 |
Total Trades | 375 | 187 | 188 | 375 | 187 | 188 |
Winning Trades | 138 | 67 | 71 | 138 | 67 | 71 |
Losing Trades | 237 | 120 | 117 | 237 | 120 | 117 |
Profitability (%) | 36.8 | 35.8289 | 37.766 | 36.8 | 35.8289 | 37.766 |
Ratio Avg Win / Avg Loss | 2.6211 | 2.9792 | 2.2718 | 2.3555 | 2.6062 | 2.1016 |
Largest Winning Trade | 76819 | 76819 | 22011 | 233090 | 233090 | 115029 |
Largest Losing Trade | -11378 | -11378 | -8799 | -72283 | -50359 | -72283 |
Avg Bars in Trades | 65 | 69 | 61 | 65 | 69 | 61 |
Avg Bars in Winners | 114 | 112 | 117 | 114 | 112 | 117 |
Avg Bars in Losers | 37 | 45 | 28 | 37 | 45 | 28 |
Bars Traded | 24647 | 13007 | 11640 | 24647 | 13007 | 11640 |
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 | 350648 | 240069 | 102070 | 286413 | 213961 | 156062 |
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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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