Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197760.9427 | 160244.0555 | 37516.8873 | 199875.8734 | 355236.4434 | -155360.57 |
Total P&L (%) | 197.7609 | 160.2441 | 37.5169 | 199.8759 | 355.2364 | -155.3606 |
Avg Daily Profit (%) | 0.3797 | 0.3077 | 0.072 | 0.2111 | 0.2914 | 0 |
Buy And Hold Return (%) | 28.797 | 28.797 | 28.797 | 28.797 | 28.797 | 28.797 |
Max Trade Drawdown | -81545 | -42253 | -77201 | -485839 | -139820 | -447855 |
Profit Factor | 1.3825 | 1.7848 | 1.1199 | 1.1163 | 1.5305 | 0.852 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 107 | 56 | 51 | 107 | 56 | 51 |
Losing Trades | 112 | 53 | 59 | 112 | 53 | 59 |
Profitability (%) | 48.8584 | 51.3761 | 46.3636 | 48.8584 | 51.3761 | 46.3636 |
Ratio Avg Win / Avg Loss | 1.4471 | 1.6891 | 1.2956 | 1.1684 | 1.4485 | 0.9856 |
Largest Winning Trade | 57410 | 57410 | 36843 | 213462 | 213462 | 156815 |
Largest Losing Trade | -28116 | -14447 | -28116 | -135230 | -75772 | -135230 |
Avg Bars in Trades | 112 | 102 | 122 | 112 | 102 | 122 |
Avg Bars in Winners | 136 | 114 | 161 | 136 | 114 | 161 |
Avg Bars in Losers | 89 | 89 | 89 | 89 | 89 | 89 |
Bars Traded | 24646 | 11137 | 13509 | 24646 | 11137 | 13509 |
Profit Streak | 0 | 12.8421 | 0 | 0 | 12.8421 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352448 | 393322 | -259172 | -84833 | 354642 | -583022 |
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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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