Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462413.8658 | 364904.0536 | 97509.8123 | 1737826.8429 | 1204810.291 | 533016.5519 |
Total P&L (%) | 462.4139 | 364.9041 | 97.5098 | 1737.8268 | 1204.8103 | 533.0166 |
Avg Daily Profit (%) | 0.4439 | 0.3503 | 0.0936 | 0.2799 | 0.2469 | 0.1773 |
Buy And Hold Return (%) | 193.6332 | 193.6332 | 193.6332 | 193.6332 | 193.6332 | 193.6332 |
Max Trade Drawdown | -54008 | -54815 | -45562 | -361003 | -427653 | -115195 |
Profit Factor | 2.2671 | 2.5905 | 1.7195 | 2.3251 | 2.4495 | 2.1099 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Profitability (%) | 41.8605 | 40.6977 | 43.0233 | 41.8605 | 40.6977 | 43.0233 |
Ratio Avg Win / Avg Loss | 3.1487 | 3.7747 | 2.2772 | 3.2294 | 3.5692 | 2.7942 |
Largest Winning Trade | 190612 | 190612 | 28038 | 589397 | 589397 | 176161 |
Largest Losing Trade | -27072 | -27072 | -10551 | -205916 | -205916 | -112240 |
Avg Bars in Trades | 142 | 211 | 72 | 142 | 211 | 72 |
Avg Bars in Winners | 196 | 312 | 87 | 196 | 312 | 87 |
Avg Bars in Losers | 102 | 142 | 61 | 102 | 142 | 61 |
Bars Traded | 24471 | 18209 | 6262 | 24471 | 18209 | 6262 |
Profit Streak | 0 | 0 | 22.4268 | 0 | 0 | 22.4268 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 268395 | 80822 | -233002 | 391809 | 311252 | 217292 |
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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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