Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300850.8922 | 226838.6393 | 74012.2529 | 773608.1046 | 608346.3402 | 165261.7644 |
Total P&L (%) | 300.8509 | 226.8386 | 74.0123 | 773.6081 | 608.3463 | 165.2618 |
Avg Daily Profit (%) | 0.2888 | 0.2178 | 0.0711 | 0.2083 | 0.1881 | 0.0937 |
Buy And Hold Return (%) | 96.1223 | 96.1223 | 96.1223 | 96.1223 | 96.1223 | 96.1223 |
Max Trade Drawdown | -69127 | -73272 | -43278 | -874409 | -818624 | -411915 |
Profit Factor | 1.5027 | 1.723 | 1.2599 | 1.1813 | 1.2662 | 1.0834 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Losing Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Profitability (%) | 56.1594 | 56.5217 | 55.7971 | 56.1594 | 56.5217 | 55.7971 |
Ratio Avg Win / Avg Loss | 1.1731 | 1.3254 | 0.9981 | 0.9222 | 0.974 | 0.8583 |
Largest Winning Trade | 42867 | 42867 | 23846 | 344700 | 344700 | 216648 |
Largest Losing Trade | -20591 | -20591 | -18071 | -246918 | -246918 | -177371 |
Avg Bars in Trades | 88 | 79 | 96 | 88 | 79 | 96 |
Avg Bars in Winners | 93 | 79 | 107 | 93 | 79 | 107 |
Avg Bars in Losers | 81 | 80 | 82 | 81 | 80 | 82 |
Bars Traded | 24330 | 10993 | 13337 | 24330 | 10993 | 13337 |
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 | 322167 | 219414 | -265112 | -12421 | 228838 | -206558 |
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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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