Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160392.3401 | 109415.6644 | 50976.6757 | 235643.1179 | 210187.6159 | 25455.502 |
Total P&L (%) | 160.3923 | 109.4157 | 50.9767 | 235.6431 | 210.1876 | 25.4555 |
Avg Daily Profit (%) | 0.6159 | 0.4202 | 0.1957 | 0.4661 | 0.4356 | 0.0871 |
Buy And Hold Return (%) | 14.6884 | 14.6884 | 14.6884 | 14.6884 | 14.6884 | 14.6884 |
Max Trade Drawdown | -45047 | -42359 | -40872 | -238574 | -126196 | -201309 |
Profit Factor | 1.493 | 1.5751 | 1.3773 | 1.2184 | 1.3563 | 1.052 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 133 | 68 | 65 | 133 | 68 | 65 |
Losing Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Profitability (%) | 64.5631 | 66.0194 | 63.1068 | 64.5631 | 66.0194 | 63.1068 |
Ratio Avg Win / Avg Loss | 0.8195 | 0.8107 | 0.8052 | 0.6687 | 0.6981 | 0.615 |
Largest Winning Trade | 18865 | 18865 | 8813 | 51785 | 51785 | 27844 |
Largest Losing Trade | -36812 | -20058 | -36812 | -183323 | -76610 | -183323 |
Avg Bars in Trades | 120 | 181 | 58 | 120 | 181 | 58 |
Avg Bars in Winners | 78 | 107 | 48 | 78 | 107 | 48 |
Avg Bars in Losers | 195 | 326 | 75 | 195 | 326 | 75 |
Bars Traded | 24746 | 18742 | 6004 | 24746 | 18742 | 6004 |
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 | 444347 | 360086 | 136994 | 337823 | 316715 | -250252 |
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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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