Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327307.2144 | 244188.8827 | 83118.3317 | 830118.698 | 397305.5827 | 432813.1153 |
Total P&L (%) | 327.3072 | 244.1889 | 83.1183 | 830.1187 | 397.3056 | 432.8131 |
Avg Daily Profit (%) | 0.2182 | 0.1628 | 0.0554 | 0.1488 | 0.107 | 0.1116 |
Buy And Hold Return (%) | 70.3502 | 70.3502 | 70.3502 | 70.3502 | 70.3502 | 70.3502 |
Max Trade Drawdown | -95182 | -54570 | -58039 | -866528 | -546054 | -453014 |
Profit Factor | 1.837 | 2.2233 | 1.4342 | 1.2781 | 1.236 | 1.3325 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Losing Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Profitability (%) | 56.6176 | 61.7647 | 51.4706 | 56.6176 | 61.7647 | 51.4706 |
Ratio Avg Win / Avg Loss | 1.4076 | 1.3763 | 1.3522 | 0.9793 | 0.7651 | 1.2564 |
Largest Winning Trade | 58222 | 58222 | 43553 | 236367 | 232369 | 236367 |
Largest Losing Trade | -29185 | -29185 | -23818 | -383342 | -383342 | -166764 |
Avg Bars in Trades | 129 | 150 | 108 | 129 | 150 | 108 |
Avg Bars in Winners | 151 | 185 | 111 | 151 | 185 | 111 |
Avg Bars in Losers | 101 | 94 | 106 | 101 | 94 | 106 |
Bars Traded | 17648 | 10238 | 7410 | 17648 | 10238 | 7410 |
Profit Streak | 0 | 0 | 659.1212 | 0 | 0 | 659.1212 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350173 | -99924 | -334974 | 197793 | -160679 | -151935 |
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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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