Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277215.8195 | 175076.8002 | 102139.0193 | 697317.8493 | 593315.5252 | 104002.324 |
Total P&L (%) | 277.2158 | 175.0768 | 102.139 | 697.3178 | 593.3155 | 104.0023 |
Avg Daily Profit (%) | 0.5323 | 0.3362 | 0.1961 | 0.3994 | 0.3725 | 0.137 |
Buy And Hold Return (%) | 56.6667 | 56.6667 | 56.6667 | 56.6667 | 56.6667 | 56.6667 |
Max Trade Drawdown | -43626 | -26244 | -28689 | -460085 | -207053 | -313923 |
Profit Factor | 1.9765 | 2.1824 | 1.752 | 1.467 | 1.8046 | 1.1376 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 45.4545 | 42.2535 | 48.6111 | 45.4545 | 42.2535 | 48.6111 |
Ratio Avg Win / Avg Loss | 2.3718 | 2.9827 | 1.8521 | 1.7603 | 2.4662 | 1.2026 |
Largest Winning Trade | 66081 | 66081 | 32018 | 265346 | 265346 | 215106 |
Largest Losing Trade | -16359 | -16359 | -14053 | -112321 | -95372 | -112321 |
Avg Bars in Trades | 171 | 169 | 173 | 171 | 169 | 173 |
Avg Bars in Winners | 266 | 273 | 260 | 266 | 273 | 260 |
Avg Bars in Losers | 92 | 93 | 91 | 92 | 93 | 91 |
Bars Traded | 24523 | 12035 | 12488 | 24523 | 12035 | 12488 |
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 | 389826 | -80633 | -77863 | 359975 | -77604 | -167896 |
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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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