Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296803.8315 | 242362.8246 | 54441.0069 | 500373.2877 | 591285.1002 | -90911.8125 |
Total P&L (%) | 296.8038 | 242.3628 | 54.441 | 500.3733 | 591.2851 | -90.9118 |
Avg Daily Profit (%) | 0.5699 | 0.4653 | 0.1045 | 0.3447 | 0.3719 | -0.4594 |
Buy And Hold Return (%) | 103.0532 | 103.0532 | 103.0532 | 103.0532 | 103.0532 | 103.0532 |
Max Trade Drawdown | -60403 | -35882 | -34801 | -446025 | -245996 | -213407 |
Profit Factor | 1.7173 | 2.1865 | 1.2599 | 1.2516 | 1.6442 | 0.9151 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 86 | 39 | 47 | 86 | 39 | 47 |
Losing Trades | 111 | 60 | 51 | 111 | 60 | 51 |
Profitability (%) | 43.6548 | 39.3939 | 47.9592 | 43.6548 | 39.3939 | 47.9592 |
Ratio Avg Win / Avg Loss | 2.2165 | 3.3638 | 1.3671 | 1.6155 | 2.5296 | 0.993 |
Largest Winning Trade | 108382 | 108382 | 30909 | 405864 | 405864 | 141562 |
Largest Losing Trade | -23422 | -15335 | -23422 | -145606 | -89751 | -145606 |
Avg Bars in Trades | 125 | 110 | 139 | 125 | 110 | 139 |
Avg Bars in Winners | 179 | 168 | 187 | 179 | 168 | 187 |
Avg Bars in Losers | 83 | 73 | 95 | 83 | 73 | 95 |
Bars Traded | 24638 | 10958 | 13680 | 24638 | 10958 | 13680 |
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 | 317317 | 162791 | -221031 | 241468 | 244639 | -582433 |
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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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