Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217005.3176 | 197565.6085 | 19439.7091 | 84667.7654 | 110996.0426 | -26328.2772 |
Total P&L (%) | 217.0053 | 197.5656 | 19.4397 | 84.6678 | 110.996 | -26.3283 |
Avg Daily Profit (%) | 0.2083 | 0.1897 | 0.0187 | 0.0589 | 0.0717 | -0.0293 |
Buy And Hold Return (%) | 18.1491 | 18.1491 | 18.1491 | 18.1491 | 18.1491 | 18.1491 |
Max Trade Drawdown | -104535 | -91971 | -45587 | -448856 | -378824 | -160662 |
Profit Factor | 1.339 | 1.5163 | 1.0755 | 1.0486 | 1.1053 | 0.9617 |
Total Trades | 403 | 201 | 202 | 403 | 201 | 202 |
Winning Trades | 180 | 85 | 95 | 180 | 85 | 95 |
Losing Trades | 223 | 116 | 107 | 223 | 116 | 107 |
Profitability (%) | 44.665 | 42.2886 | 47.0297 | 44.665 | 42.2886 | 47.0297 |
Ratio Avg Win / Avg Loss | 1.6588 | 2.0694 | 1.2113 | 1.2991 | 1.5084 | 1.0832 |
Largest Winning Trade | 175241 | 175241 | 24664 | 385292 | 385292 | 56465 |
Largest Losing Trade | -17337 | -17337 | -13768 | -85365 | -79333 | -85365 |
Avg Bars in Trades | 61 | 85 | 36 | 61 | 85 | 36 |
Avg Bars in Winners | 81 | 121 | 44 | 81 | 121 | 44 |
Avg Bars in Losers | 44 | 59 | 28 | 44 | 59 | 28 |
Bars Traded | 24584 | 17277 | 7306 | 24584 | 17277 | 7306 |
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 | 329656 | 271714 | -449742 | -282923 | -203852 | -579764 |
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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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