Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 653714.3021 | 609937.6879 | 43776.6142 | 284975.2096 | 184571.798 | 100403.4116 |
Total P&L (%) | 653.7143 | 609.9377 | 43.7766 | 284.9752 | 184.5718 | 100.4034 |
Avg Daily Profit (%) | 0.3138 | 0.2928 | 0.021 | 0.0647 | 0.0502 | 0.0334 |
Buy And Hold Return (%) | 52.5886 | 52.5886 | 52.5886 | 52.5886 | 52.5886 | 52.5886 |
Max Trade Drawdown | -99692 | -91866 | -132282 | -484858 | -421261 | -264590 |
Profit Factor | 1.6084 | 2.1331 | 1.0816 | 1.0693 | 1.0902 | 1.0487 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 88 | 36 | 52 | 88 | 36 | 52 |
Losing Trades | 132 | 74 | 58 | 132 | 74 | 58 |
Profitability (%) | 40 | 32.7273 | 47.2727 | 40 | 32.7273 | 47.2727 |
Ratio Avg Win / Avg Loss | 2.4126 | 4.3846 | 1.2064 | 1.604 | 2.2409 | 1.1697 |
Largest Winning Trade | 314883 | 314883 | 50651 | 312296 | 312296 | 229773 |
Largest Losing Trade | -40910 | -40910 | -35191 | -190991 | -115608 | -190991 |
Avg Bars in Trades | 111 | 103 | 119 | 111 | 103 | 119 |
Avg Bars in Winners | 153 | 151 | 155 | 153 | 151 | 155 |
Avg Bars in Losers | 83 | 79 | 87 | 83 | 79 | 87 |
Bars Traded | 24512 | 11347 | 13165 | 24512 | 11347 | 13165 |
Profit Streak | 0 | 0 | 20.3549 | 0 | 0 | 20.3549 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335441 | 212742 | -462051 | -253426 | -255705 | -323558 |
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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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