Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337867.3305 | 280107.0314 | 57760.2991 | 442993.4111 | 287883.5132 | 155109.8979 |
Total P&L (%) | 337.8673 | 280.107 | 57.7603 | 442.9934 | 287.8835 | 155.1099 |
Avg Daily Profit (%) | 0.3244 | 0.2689 | 0.0555 | 0.1626 | 0.1302 | 0.09 |
Buy And Hold Return (%) | 87.1341 | 87.1341 | 87.1341 | 87.1341 | 87.1341 | 87.1341 |
Max Trade Drawdown | -57522 | -53565 | -31185 | -505862 | -457389 | -234565 |
Profit Factor | 1.8445 | 2.4871 | 1.2728 | 1.194 | 1.2672 | 1.1286 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 48.7603 | 41.6667 | 55.7377 | 48.7603 | 41.6667 | 55.7377 |
Ratio Avg Win / Avg Loss | 1.9382 | 3.4819 | 1.0107 | 1.2547 | 1.7741 | 0.8962 |
Largest Winning Trade | 175178 | 175178 | 31755 | 371404 | 371404 | 252792 |
Largest Losing Trade | -23884 | -12000 | -23884 | -192669 | -109972 | -192669 |
Avg Bars in Trades | 202 | 182 | 222 | 202 | 182 | 222 |
Avg Bars in Winners | 288 | 286 | 290 | 288 | 286 | 290 |
Avg Bars in Losers | 120 | 108 | 136 | 120 | 108 | 136 |
Bars Traded | 24494 | 10944 | 13550 | 24494 | 10944 | 13550 |
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 | 348913 | -162668 | -445667 | -1305 | -193722 | -322944 |
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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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