Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499410.5272 | 451986.1399 | 47424.3873 | 387761.3827 | 287879.3988 | 99881.9839 |
Total P&L (%) | 499.4105 | 451.9861 | 47.4244 | 387.7614 | 287.8794 | 99.882 |
Avg Daily Profit (%) | 0.2702 | 0.2446 | 0.0257 | 0.0858 | 0.0734 | 0.0375 |
Buy And Hold Return (%) | 69.0391 | 69.0391 | 69.0391 | 69.0391 | 69.0391 | 69.0391 |
Max Trade Drawdown | -95520 | -81061 | -143061 | -782178 | -509789 | -485466 |
Profit Factor | 1.611 | 2.1256 | 1.114 | 1.1025 | 1.1466 | 1.0549 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 106 | 54 | 52 | 106 | 54 | 52 |
Profitability (%) | 43.3155 | 42.5532 | 44.086 | 43.3155 | 42.5532 | 44.086 |
Ratio Avg Win / Avg Loss | 2.1082 | 2.8696 | 1.4129 | 1.4428 | 1.5479 | 1.3379 |
Largest Winning Trade | 200343 | 200343 | 62548 | 302866 | 296559 | 302866 |
Largest Losing Trade | -33074 | -28575 | -33074 | -248643 | -248643 | -179116 |
Avg Bars in Trades | 19 | 15 | 22 | 19 | 15 | 22 |
Avg Bars in Winners | 30 | 24 | 36 | 30 | 24 | 36 |
Avg Bars in Losers | 10 | 8 | 11 | 10 | 8 | 11 |
Bars Traded | 3575 | 1473 | 2103 | 3575 | 1473 | 2103 |
Profit Streak | 0 | 0 | 35.2513 | 0 | 0 | 35.2513 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357422 | 317563 | -421234 | -188478 | -158122 | -331554 |
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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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