Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272280.6191 | 226755.8884 | 45524.7307 | 244484.0085 | 120544.8681 | 123939.1404 |
Total P&L (%) | 272.2806 | 226.7559 | 45.5247 | 244.484 | 120.5449 | 123.9391 |
Avg Daily Profit (%) | 0.2614 | 0.2177 | 0.0437 | 0.1188 | 0.076 | 0.0774 |
Buy And Hold Return (%) | 36.8504 | 36.8504 | 36.8504 | 36.8504 | 36.8504 | 36.8504 |
Max Trade Drawdown | -45031 | -54694 | -42373 | -194130 | -208559 | -168402 |
Profit Factor | 1.6188 | 2.0536 | 1.2025 | 1.217 | 1.2147 | 1.2194 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 42.4779 | 36.8421 | 48.2143 | 42.4779 | 36.8421 | 48.2143 |
Ratio Avg Win / Avg Loss | 2.1921 | 3.5205 | 1.2916 | 1.6481 | 2.0823 | 1.3097 |
Largest Winning Trade | 120939 | 120939 | 35502 | 177382 | 177382 | 89766 |
Largest Losing Trade | -30142 | -18921 | -30142 | -127464 | -74951 | -127464 |
Avg Bars in Trades | 217 | 191 | 243 | 217 | 191 | 243 |
Avg Bars in Winners | 328 | 302 | 347 | 328 | 302 | 347 |
Avg Bars in Losers | 135 | 126 | 146 | 135 | 126 | 146 |
Bars Traded | 24555 | 10920 | 13635 | 24555 | 10920 | 13635 |
Profit Streak | 0 | 0 | 22.1276 | 0 | 0 | 22.1276 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309070 | -174338 | -407295 | -36573 | -279175 | -272475 |
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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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