Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358007.2164 | 269457.289 | 88549.9274 | 1099712.5824 | 1223383.5159 | -123670.9335 |
Total P&L (%) | 358.0072 | 269.4573 | 88.5499 | 1099.7126 | 1223.3835 | -123.6709 |
Avg Daily Profit (%) | 0.3437 | 0.2587 | 0.085 | 0.2388 | 0.2483 | 0 |
Buy And Hold Return (%) | 110.8631 | 110.8631 | 110.8631 | 110.8631 | 110.8631 | 110.8631 |
Max Trade Drawdown | -72361 | -50205 | -54965 | -1716006 | -969360 | -1195524 |
Profit Factor | 1.6718 | 1.996 | 1.3375 | 1.1384 | 1.313 | 0.9693 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Losing Trades | 115 | 60 | 55 | 115 | 60 | 55 |
Profitability (%) | 48.4305 | 46.4286 | 50.4505 | 48.4305 | 46.4286 | 50.4505 |
Ratio Avg Win / Avg Loss | 1.7801 | 2.3031 | 1.3136 | 1.2122 | 1.515 | 0.952 |
Largest Winning Trade | 72232 | 72232 | 24119 | 899420 | 899420 | 489704 |
Largest Losing Trade | -20941 | -18847 | -20941 | -547424 | -389508 | -547424 |
Avg Bars in Trades | 110 | 106 | 114 | 110 | 106 | 114 |
Avg Bars in Winners | 154 | 147 | 161 | 154 | 147 | 161 |
Avg Bars in Losers | 69 | 70 | 67 | 69 | 70 | 67 |
Bars Traded | 24680 | 11927 | 12753 | 24680 | 11927 | 12753 |
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 | 347954 | 225050 | -245127 | -59312 | 290851 | -580978 |
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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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