Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284995.9198 | 266133.3394 | 18862.5804 | 619414.7628 | 929842.7857 | -310428.023 |
Total P&L (%) | 284.9959 | 266.1333 | 18.8626 | 619.4148 | 929.8428 | -310.428 |
Avg Daily Profit (%) | 0.5472 | 0.511 | 0.0362 | 0.3796 | 0.4487 | 0 |
Buy And Hold Return (%) | 383.5605 | 383.5605 | 383.5605 | 383.5605 | 383.5605 | 383.5605 |
Max Trade Drawdown | -61797 | -21659 | -111498 | -386802 | -125118 | -612543 |
Profit Factor | 1.7552 | 2.9716 | 1.0778 | 1.2939 | 2.3701 | 0.7827 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Losing Trades | 96 | 47 | 49 | 96 | 47 | 49 |
Profitability (%) | 49.7382 | 51.0417 | 48.4211 | 49.7382 | 51.0417 | 48.4211 |
Ratio Avg Win / Avg Loss | 1.7736 | 2.8503 | 1.1481 | 1.3075 | 2.2734 | 0.8338 |
Largest Winning Trade | 54900 | 54900 | 26410 | 150958 | 150958 | 123991 |
Largest Losing Trade | -42290 | -8358 | -42290 | -242366 | -62266 | -242366 |
Avg Bars in Trades | 128 | 121 | 135 | 128 | 121 | 135 |
Avg Bars in Winners | 152 | 136 | 168 | 152 | 136 | 168 |
Avg Bars in Losers | 105 | 106 | 104 | 105 | 106 | 104 |
Bars Traded | 24584 | 11693 | 12891 | 24584 | 11693 | 12891 |
Profit Streak | 0 | 0 | 11.0168 | 0 | 0 | 11.0168 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151532 | -150555 | -446072 | 17733 | 355893 | -581620 |
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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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