Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279008.7334 | 221112.316 | 57896.4174 | 304554.1037 | 274043.8514 | 30510.2523 |
Total P&L (%) | 279.0087 | 221.1123 | 57.8964 | 304.5541 | 274.0439 | 30.5103 |
Avg Daily Profit (%) | 0.2678 | 0.2123 | 0.0556 | 0.1343 | 0.1267 | 0.0256 |
Buy And Hold Return (%) | 21.072 | 21.072 | 21.072 | 21.072 | 21.072 | 21.072 |
Max Trade Drawdown | -73867 | -60895 | -35787 | -660930 | -451821 | -312810 |
Profit Factor | 1.7046 | 2.037 | 1.3167 | 1.17 | 1.2714 | 1.039 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 42.1569 | 35.2941 | 49.0196 | 42.1569 | 35.2941 | 49.0196 |
Ratio Avg Win / Avg Loss | 2.3388 | 3.7345 | 1.3694 | 1.6054 | 2.3308 | 1.0806 |
Largest Winning Trade | 152817 | 152817 | 30482 | 576892 | 576892 | 161381 |
Largest Losing Trade | -25349 | -17554 | -25349 | -208057 | -134107 | -208057 |
Avg Bars in Trades | 241 | 242 | 240 | 241 | 242 | 240 |
Avg Bars in Winners | 353 | 381 | 333 | 353 | 381 | 333 |
Avg Bars in Losers | 159 | 166 | 150 | 159 | 166 | 150 |
Bars Traded | 24630 | 12371 | 12259 | 24630 | 12371 | 12259 |
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 | 311487 | -174176 | -302285 | -48960 | -208596 | -543160 |
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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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