Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307172.7928 | 258849.9857 | 48322.8071 | 607636.3283 | 322122.5925 | 285513.7358 |
Total P&L (%) | 307.1728 | 258.85 | 48.3228 | 607.6363 | 322.1226 | 285.5137 |
Avg Daily Profit (%) | 0.1704 | 0.1436 | 0.0268 | 0.1086 | 0.0799 | 0.0749 |
Buy And Hold Return (%) | 74.919 | 74.919 | 74.919 | 74.919 | 74.919 | 74.919 |
Max Trade Drawdown | -78416 | -75669 | -23344 | -864815 | -951416 | -163779 |
Profit Factor | 1.8438 | 1.9661 | 1.5027 | 1.263 | 1.1761 | 1.5934 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Losing Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Profitability (%) | 63.0252 | 67.7966 | 58.3333 | 63.0252 | 67.7966 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.0817 | 0.9339 | 1.0734 | 0.7409 | 0.5586 | 1.1381 |
Largest Winning Trade | 51839 | 51839 | 19133 | 426780 | 426780 | 155208 |
Largest Losing Trade | -46726 | -46726 | -15607 | -414063 | -414063 | -159545 |
Avg Bars in Trades | 84 | 160 | 9 | 84 | 160 | 9 |
Avg Bars in Winners | 54 | 93 | 8 | 54 | 93 | 8 |
Avg Bars in Losers | 135 | 300 | 9 | 135 | 300 | 9 |
Bars Traded | 10007 | 9465 | 542 | 10007 | 9465 | 542 |
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 | 346571 | -177435 | -489335 | -47358 | -291060 | -261278 |
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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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