Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211815.9008 | 172428.023 | 39387.8778 | 172071.4835 | 176826.8536 | -4755.3701 |
Total P&L (%) | 211.8159 | 172.428 | 39.3879 | 172.0715 | 176.8269 | -4.7554 |
Avg Daily Profit (%) | 0.2033 | 0.1655 | 0.0378 | 0.0961 | 0.0978 | -0.0047 |
Buy And Hold Return (%) | 26.5426 | 26.5426 | 26.5426 | 26.5426 | 26.5426 | 26.5426 |
Max Trade Drawdown | -121116 | -105081 | -45590 | -863439 | -750462 | -238689 |
Profit Factor | 1.3922 | 1.5696 | 1.1659 | 1.0656 | 1.1144 | 0.9956 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 91 | 41 | 50 | 91 | 41 | 50 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 46.9072 | 42.268 | 51.5464 | 46.9072 | 42.268 | 51.5464 |
Ratio Avg Win / Avg Loss | 1.5757 | 2.1439 | 1.0959 | 1.2062 | 1.5221 | 0.9358 |
Largest Winning Trade | 109081 | 109081 | 23140 | 381689 | 381689 | 92962 |
Largest Losing Trade | -21826 | -21364 | -21826 | -242600 | -242600 | -130831 |
Avg Bars in Trades | 126 | 117 | 136 | 126 | 117 | 136 |
Avg Bars in Winners | 140 | 121 | 155 | 140 | 121 | 155 |
Avg Bars in Losers | 115 | 113 | 116 | 115 | 113 | 116 |
Bars Traded | 24637 | 11379 | 13258 | 24637 | 11379 | 13258 |
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 | 331946 | 235115 | -195744 | -213482 | -159555 | -580872 |
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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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