Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376566.4669 | 346445.3145 | 30121.1524 | 278513.5647 | 585296.6902 | -306783.1256 |
Total P&L (%) | 376.5665 | 346.4453 | 30.1212 | 278.5136 | 585.2967 | -306.7831 |
Avg Daily Profit (%) | 0.1808 | 0.1664 | 0.0145 | 0.0639 | 0.0925 | 0 |
Buy And Hold Return (%) | 21.2219 | 21.2219 | 21.2219 | 21.2219 | 21.2219 | 21.2219 |
Max Trade Drawdown | -101699 | -54982 | -91160 | -873900 | -367417 | -848382 |
Profit Factor | 1.4197 | 2.0271 | 1.0538 | 1.0635 | 1.3486 | 0.8868 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Losing Trades | 139 | 65 | 74 | 139 | 65 | 74 |
Profitability (%) | 40.5983 | 44.4444 | 36.7521 | 40.5983 | 44.4444 | 36.7521 |
Ratio Avg Win / Avg Loss | 2.0772 | 2.5339 | 1.8135 | 1.556 | 1.6857 | 1.5261 |
Largest Winning Trade | 113942 | 113942 | 51809 | 292877 | 292877 | 220931 |
Largest Losing Trade | -25749 | -25749 | -22455 | -211542 | -151559 | -211542 |
Avg Bars in Trades | 105 | 69 | 140 | 105 | 69 | 140 |
Avg Bars in Winners | 177 | 96 | 275 | 177 | 96 | 275 |
Avg Bars in Losers | 56 | 48 | 63 | 56 | 48 | 63 |
Bars Traded | 24656 | 8162 | 16494 | 24656 | 8162 | 16494 |
Profit Streak | 0 | 0 | 34.3348 | 0 | 0 | 34.3348 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 250262 | 316164 | -373938 | -259591 | -70016 | -582853 |
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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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