Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97414.6505 | 74502.366 | 22912.2845 | 92953.1857 | 112685.0829 | -19731.8973 |
Total P&L (%) | 97.4147 | 74.5024 | 22.9123 | 92.9532 | 112.6851 | -19.7319 |
Avg Daily Profit (%) | 0.3741 | 0.2861 | 0.088 | 0.2527 | 0.2902 | -0.0844 |
Buy And Hold Return (%) | 18.2177 | 18.2177 | 18.2177 | 18.2177 | 18.2177 | 18.2177 |
Max Trade Drawdown | -49415 | -23501 | -37821 | -140048 | -38882 | -115379 |
Profit Factor | 1.342 | 1.5555 | 1.152 | 1.1817 | 1.5408 | 0.9349 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 71.1957 | 71.7391 | 70.6522 | 71.1957 | 71.7391 | 70.6522 |
Ratio Avg Win / Avg Loss | 0.543 | 0.6128 | 0.4785 | 0.4781 | 0.607 | 0.3884 |
Largest Winning Trade | 15984 | 15984 | 11834 | 20186 | 15309 | 20186 |
Largest Losing Trade | -35942 | -17437 | -35942 | -110326 | -35490 | -110326 |
Avg Bars in Trades | 133 | 128 | 139 | 133 | 128 | 139 |
Avg Bars in Winners | 68 | 63 | 73 | 68 | 63 | 73 |
Avg Bars in Losers | 294 | 292 | 296 | 294 | 292 | 296 |
Bars Traded | 24592 | 11795 | 12796 | 24592 | 11795 | 12796 |
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 | 323880 | 273042 | -214795 | -13233 | 328655 | -579527 |
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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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