Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243471.7462 | 239219.3472 | 4252.3991 | 173154.7156 | 429317.4293 | -256162.7137 |
Total P&L (%) | 243.4717 | 239.2193 | 4.2524 | 173.1547 | 429.3174 | -256.1627 |
Avg Daily Profit (%) | 0.2726 | 0.2679 | 0.0048 | 0.1126 | 0.1868 | 0 |
Buy And Hold Return (%) | 114.3628 | 114.3628 | 114.3628 | 114.3628 | 114.3628 | 114.3628 |
Max Trade Drawdown | -76431 | -40519 | -112099 | -355623 | -123855 | -347502 |
Profit Factor | 1.3733 | 2.0653 | 1.0099 | 1.1054 | 1.9043 | 0.7807 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Losing Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Profitability (%) | 61.5819 | 62.5 | 60.6742 | 61.5819 | 62.5 | 60.6742 |
Ratio Avg Win / Avg Loss | 0.8568 | 1.2392 | 0.6546 | 0.6896 | 1.1426 | 0.506 |
Largest Winning Trade | 37009 | 37009 | 26080 | 81258 | 66513 | 81258 |
Largest Losing Trade | -55602 | -17593 | -55602 | -296699 | -63800 | -296699 |
Avg Bars in Trades | 59 | 52 | 66 | 59 | 52 | 66 |
Avg Bars in Winners | 54 | 43 | 66 | 54 | 43 | 66 |
Avg Bars in Losers | 66 | 67 | 65 | 66 | 67 | 65 |
Bars Traded | 10494 | 4619 | 5875 | 10494 | 4619 | 5875 |
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 | 126230 | 227463 | -562421 | -156625 | 329433 | -579710 |
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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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