Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427969.674 | 312219.543 | 115750.131 | 1929700.2622 | 1289835.9269 | 639864.3352 |
Total P&L (%) | 427.9697 | 312.2195 | 115.7501 | 1929.7003 | 1289.8359 | 639.8643 |
Avg Daily Profit (%) | 0.2499 | 0.1823 | 0.0676 | 0.1759 | 0.1538 | 0.1169 |
Buy And Hold Return (%) | 144.0334 | 144.0334 | 144.0334 | 144.0334 | 144.0334 | 144.0334 |
Max Trade Drawdown | -73176 | -40704 | -51205 | -741767 | -686163 | -467034 |
Profit Factor | 1.9764 | 3.0509 | 1.4046 | 1.4589 | 1.7025 | 1.2701 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 110 | 53 | 57 | 110 | 53 | 57 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 57.5916 | 55.2083 | 60 | 57.5916 | 55.2083 | 60 |
Ratio Avg Win / Avg Loss | 1.4554 | 2.4752 | 0.9364 | 1.0743 | 1.3813 | 0.8468 |
Largest Winning Trade | 79413 | 79413 | 26168 | 423026 | 423026 | 187358 |
Largest Losing Trade | -51205 | -35242 | -51205 | -432288 | -432288 | -293637 |
Avg Bars in Trades | 16 | 25 | 8 | 16 | 25 | 8 |
Avg Bars in Winners | 16 | 26 | 7 | 16 | 26 | 7 |
Avg Bars in Losers | 16 | 23 | 8 | 16 | 23 | 8 |
Bars Traded | 3174 | 2412 | 763 | 3174 | 2412 | 763 |
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 | 353400 | 294557 | -268132 | 401376 | 374860 | -38801 |
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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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