Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250038.7389 | 235204.3011 | 14834.4378 | 86088.8164 | 142080.1658 | -55991.3494 |
Total P&L (%) | 250.0387 | 235.2043 | 14.8344 | 86.0888 | 142.0802 | -55.9913 |
Avg Daily Profit (%) | 0.24 | 0.2258 | 0.0142 | 0.0596 | 0.0849 | -0.0788 |
Buy And Hold Return (%) | 32.0814 | 32.0814 | 32.0814 | 32.0814 | 32.0814 | 32.0814 |
Max Trade Drawdown | -99011 | -94436 | -52993 | -671431 | -616767 | -210630 |
Profit Factor | 1.3288 | 1.4687 | 1.0574 | 1.0298 | 1.0741 | 0.9424 |
Total Trades | 323 | 161 | 162 | 323 | 161 | 162 |
Winning Trades | 143 | 66 | 77 | 143 | 66 | 77 |
Losing Trades | 180 | 95 | 85 | 180 | 95 | 85 |
Profitability (%) | 44.2724 | 40.9938 | 47.5309 | 44.2724 | 40.9938 | 47.5309 |
Ratio Avg Win / Avg Loss | 1.6727 | 2.114 | 1.1672 | 1.2962 | 1.546 | 1.0403 |
Largest Winning Trade | 141580 | 141580 | 16616 | 453124 | 453124 | 50299 |
Largest Losing Trade | -22556 | -22556 | -19711 | -131755 | -131755 | -122165 |
Avg Bars in Trades | 75 | 129 | 21 | 75 | 129 | 21 |
Avg Bars in Winners | 107 | 204 | 24 | 107 | 204 | 24 |
Avg Bars in Losers | 49 | 77 | 19 | 49 | 77 | 19 |
Bars Traded | 24413 | 20852 | 3561 | 24413 | 20852 | 3561 |
Profit Streak | 0 | 9.709 | 0 | 0 | 9.709 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316659 | 270628 | -497384 | -304987 | -221923 | -579500 |
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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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