Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258155.8906 | 195433.9186 | 62721.972 | 389680.2489 | 265347.1846 | 124333.0642 |
Total P&L (%) | 258.1559 | 195.4339 | 62.722 | 389.6802 | 265.3472 | 124.3331 |
Avg Daily Profit (%) | 0.2478 | 0.1876 | 0.0602 | 0.1526 | 0.1245 | 0.0776 |
Buy And Hold Return (%) | 32.4451 | 32.4451 | 32.4451 | 32.4451 | 32.4451 | 32.4451 |
Max Trade Drawdown | -59491 | -44573 | -72813 | -292053 | -253196 | -285060 |
Profit Factor | 1.363 | 1.5713 | 1.17 | 1.1249 | 1.1724 | 1.0787 |
Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
Winning Trades | 160 | 73 | 87 | 160 | 73 | 87 |
Losing Trades | 189 | 101 | 88 | 189 | 101 | 88 |
Profitability (%) | 45.8453 | 41.954 | 49.7143 | 45.8453 | 41.954 | 49.7143 |
Ratio Avg Win / Avg Loss | 1.6101 | 2.174 | 1.1834 | 1.3288 | 1.6221 | 1.0911 |
Largest Winning Trade | 60060 | 60060 | 26552 | 169089 | 169089 | 122349 |
Largest Losing Trade | -18551 | -13244 | -18551 | -81986 | -64606 | -81986 |
Avg Bars in Trades | 71 | 61 | 81 | 71 | 61 | 81 |
Avg Bars in Winners | 95 | 89 | 100 | 95 | 89 | 100 |
Avg Bars in Losers | 50 | 40 | 61 | 50 | 40 | 61 |
Bars Traded | 24801 | 10624 | 14177 | 24801 | 10624 | 14177 |
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 | 353487 | 249987 | -153168 | -75704 | -59427 | -225460 |
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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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