Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277869.7009 | 174369.1619 | 103500.539 | 747106.6231 | 590543.3734 | 156563.2496 |
Total P&L (%) | 277.8697 | 174.3692 | 103.5005 | 747.1066 | 590.5434 | 156.5633 |
Avg Daily Profit (%) | 0.5335 | 0.3348 | 0.1987 | 0.4111 | 0.3717 | 0.1811 |
Buy And Hold Return (%) | 25.7206 | 25.7206 | 25.7206 | 25.7206 | 25.7206 | 25.7206 |
Max Trade Drawdown | -39290 | -27139 | -18966 | -183404 | -87662 | -167397 |
Profit Factor | 2.0225 | 2.3244 | 1.7388 | 1.6838 | 2.2268 | 1.2562 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Profitability (%) | 46.4 | 46.7742 | 46.0317 | 46.4 | 46.7742 | 46.0317 |
Ratio Avg Win / Avg Loss | 2.3363 | 2.645 | 2.0386 | 1.9451 | 2.5339 | 1.4728 |
Largest Winning Trade | 54064 | 54064 | 31472 | 216883 | 216883 | 168664 |
Largest Losing Trade | -14183 | -13807 | -14183 | -92303 | -76690 | -92303 |
Avg Bars in Trades | 196 | 185 | 207 | 196 | 185 | 207 |
Avg Bars in Winners | 299 | 289 | 308 | 299 | 289 | 308 |
Avg Bars in Losers | 108 | 94 | 121 | 108 | 94 | 121 |
Bars Traded | 24617 | 11524 | 13093 | 24617 | 11524 | 13093 |
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 | 456406 | -142951 | -140086 | 410208 | -142260 | -142125 |
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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) |
---|