Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317765.3232 | 275766.1903 | 41999.1329 | 183087.9964 | 78514.0165 | 104573.98 |
Total P&L (%) | 317.7653 | 275.7662 | 41.9991 | 183.088 | 78.514 | 104.574 |
Avg Daily Profit (%) | 0.3051 | 0.2647 | 0.0403 | 0.1 | 0.0557 | 0.0687 |
Buy And Hold Return (%) | 12.3656 | 12.3656 | 12.3656 | 12.3656 | 12.3656 | 12.3656 |
Max Trade Drawdown | -68520 | -64420 | -41712 | -231894 | -300644 | -119012 |
Profit Factor | 1.6247 | 1.7974 | 1.258 | 1.1262 | 1.0791 | 1.2283 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 81 | 35 | 46 | 81 | 35 | 46 |
Losing Trades | 102 | 56 | 46 | 102 | 56 | 46 |
Profitability (%) | 44.2623 | 38.4615 | 50 | 44.2623 | 38.4615 | 50 |
Ratio Avg Win / Avg Loss | 2.046 | 2.8759 | 1.258 | 1.4182 | 1.7265 | 1.2283 |
Largest Winning Trade | 266118 | 266118 | 14699 | 238842 | 238842 | 42185 |
Largest Losing Trade | -21166 | -17875 | -21166 | -89161 | -89161 | -69550 |
Avg Bars in Trades | 132 | 230 | 35 | 132 | 230 | 35 |
Avg Bars in Winners | 171 | 346 | 37 | 171 | 346 | 37 |
Avg Bars in Losers | 101 | 157 | 33 | 101 | 157 | 33 |
Bars Traded | 24201 | 20940 | 3261 | 24201 | 20940 | 3261 |
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 | 371597 | 244279 | -142285 | -142529 | -256268 | -101815 |
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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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