Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282991.1996 | 175360.2839 | 107630.9157 | 839408.331 | 745588.4104 | 93819.9206 |
Total P&L (%) | 282.9912 | 175.3603 | 107.6309 | 839.4083 | 745.5884 | 93.8199 |
Avg Daily Profit (%) | 0.5433 | 0.3367 | 0.2067 | 0.431 | 0.4107 | 0.1271 |
Buy And Hold Return (%) | 27.4028 | 27.4028 | 27.4028 | 27.4028 | 27.4028 | 27.4028 |
Max Trade Drawdown | -50999 | -22496 | -42574 | -714304 | -253313 | -605980 |
Profit Factor | 2.0419 | 2.3515 | 1.7587 | 1.4199 | 1.8594 | 1.0829 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 44.3609 | 40.9091 | 47.7612 | 44.3609 | 40.9091 | 47.7612 |
Ratio Avg Win / Avg Loss | 2.561 | 3.3967 | 1.9235 | 1.7809 | 2.6859 | 1.1844 |
Largest Winning Trade | 53747 | 53747 | 30682 | 358699 | 358699 | 314823 |
Largest Losing Trade | -11317 | -8337 | -11317 | -119888 | -106358 | -119888 |
Avg Bars in Trades | 184 | 174 | 195 | 184 | 174 | 195 |
Avg Bars in Winners | 283 | 274 | 291 | 283 | 274 | 291 |
Avg Bars in Losers | 105 | 105 | 106 | 105 | 105 | 106 |
Bars Traded | 24573 | 11501 | 13072 | 24573 | 11501 | 13072 |
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 | 432982 | -115694 | -109671 | 343103 | -115194 | -273739 |
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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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