Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274351.284 | 177956.4098 | 96394.8742 | 623392.1499 | 628043.7481 | -4651.5982 |
Total P&L (%) | 274.3513 | 177.9564 | 96.3949 | 623.3922 | 628.0437 | -4.6516 |
Avg Daily Profit (%) | 0.5268 | 0.3417 | 0.1851 | 0.3807 | 0.3819 | -0.0091 |
Buy And Hold Return (%) | 24.8164 | 24.8164 | 24.8164 | 24.8164 | 24.8164 | 24.8164 |
Max Trade Drawdown | -63099 | -22144 | -40955 | -695552 | -232280 | -463271 |
Profit Factor | 1.7256 | 2.0614 | 1.4581 | 1.2618 | 1.6223 | 0.9966 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 82 | 35 | 47 | 82 | 35 | 47 |
Losing Trades | 103 | 57 | 46 | 103 | 57 | 46 |
Profitability (%) | 44.3243 | 38.0435 | 50.5376 | 44.3243 | 38.0435 | 50.5376 |
Ratio Avg Win / Avg Loss | 2.1676 | 3.3572 | 1.4271 | 1.5849 | 2.642 | 0.9754 |
Largest Winning Trade | 61343 | 61343 | 28767 | 351373 | 351373 | 207907 |
Largest Losing Trade | -18223 | -11687 | -18223 | -121972 | -87737 | -121972 |
Avg Bars in Trades | 132 | 128 | 137 | 132 | 128 | 137 |
Avg Bars in Winners | 203 | 220 | 190 | 203 | 220 | 190 |
Avg Bars in Losers | 76 | 72 | 82 | 76 | 72 | 82 |
Bars Traded | 24604 | 11860 | 12744 | 24604 | 11860 | 12744 |
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 | 427586 | 260055 | 194884 | 314499 | 256919 | -581582 |
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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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