Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362963.2495 | 345213.6091 | 17749.6403 | 148353.9071 | 146688.1646 | 1665.7425 |
Total P&L (%) | 362.9632 | 345.2136 | 17.7496 | 148.3539 | 146.6882 | 1.6657 |
Avg Daily Profit (%) | 0.3484 | 0.3314 | 0.017 | 0.0874 | 0.0867 | 0.0016 |
Buy And Hold Return (%) | 47.724 | 47.724 | 47.724 | 47.724 | 47.724 | 47.724 |
Max Trade Drawdown | -105756 | -89737 | -92334 | -376336 | -210435 | -174894 |
Profit Factor | 1.49 | 1.9619 | 1.0465 | 1.111 | 1.2263 | 1.0024 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 99 | 43 | 56 | 99 | 43 | 56 |
Losing Trades | 127 | 70 | 57 | 127 | 70 | 57 |
Profitability (%) | 43.8053 | 38.0531 | 49.5575 | 43.8053 | 38.0531 | 49.5575 |
Ratio Avg Win / Avg Loss | 1.9114 | 3.1938 | 1.0652 | 1.4252 | 1.9963 | 1.0203 |
Largest Winning Trade | 244926 | 244926 | 39564 | 171341 | 171341 | 64919 |
Largest Losing Trade | -30993 | -21532 | -30993 | -158509 | -80058 | -158509 |
Avg Bars in Trades | 108 | 116 | 101 | 108 | 116 | 101 |
Avg Bars in Winners | 156 | 199 | 122 | 156 | 199 | 122 |
Avg Bars in Losers | 72 | 64 | 80 | 72 | 64 | 80 |
Bars Traded | 24621 | 13130 | 11491 | 24621 | 13130 | 11491 |
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 | 360702 | 272563 | -505689 | -179028 | -84379 | -574762 |
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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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