Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422176.2244 | 339471.7442 | 82704.4802 | 892320.8412 | 570930.0491 | 321390.7922 |
Total P&L (%) | 422.1762 | 339.4717 | 82.7045 | 892.3208 | 570.93 | 321.3908 |
Avg Daily Profit (%) | 0.4053 | 0.3259 | 0.0794 | 0.2206 | 0.1829 | 0.1382 |
Buy And Hold Return (%) | 52.9177 | 52.9177 | 52.9177 | 52.9177 | 52.9177 | 52.9177 |
Max Trade Drawdown | -90301 | -53762 | -85176 | -1301509 | -841399 | -747846 |
Profit Factor | 1.6218 | 2.0232 | 1.2382 | 1.2037 | 1.2514 | 1.1523 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 109 | 57 | 52 | 109 | 57 | 52 |
Profitability (%) | 40.1099 | 37.3626 | 42.8571 | 40.1099 | 37.3626 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.4216 | 3.3918 | 1.651 | 1.7972 | 2.0979 | 1.5364 |
Largest Winning Trade | 121437 | 121437 | 36502 | 536666 | 536666 | 406898 |
Largest Losing Trade | -43948 | -21287 | -43948 | -343767 | -343767 | -295959 |
Avg Bars in Trades | 134 | 134 | 135 | 134 | 134 | 135 |
Avg Bars in Winners | 219 | 236 | 204 | 219 | 236 | 204 |
Avg Bars in Losers | 78 | 72 | 83 | 78 | 72 | 83 |
Bars Traded | 24524 | 12208 | 12317 | 24524 | 12208 | 12317 |
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 | 343915 | 249358 | -99013 | 213358 | 128300 | -64160 |
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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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