Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247327.2758 | 166665.5565 | 80661.7192 | 408277.3905 | 429621.4424 | -21344.0519 |
Total P&L (%) | 247.3273 | 166.6656 | 80.6617 | 408.2774 | 429.6214 | -21.3441 |
Avg Daily Profit (%) | 0.4749 | 0.32 | 0.1549 | 0.3127 | 0.3206 | -0.0461 |
Buy And Hold Return (%) | 21.188 | 21.188 | 21.188 | 21.188 | 21.188 | 21.188 |
Max Trade Drawdown | -65262 | -44570 | -47672 | -540437 | -186434 | -405564 |
Profit Factor | 1.6509 | 1.913 | 1.4085 | 1.218 | 1.502 | 0.979 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 95 | 40 | 55 | 95 | 40 | 55 |
Losing Trades | 132 | 73 | 59 | 132 | 73 | 59 |
Profitability (%) | 41.8502 | 35.3982 | 48.2456 | 41.8502 | 35.3982 | 48.2456 |
Ratio Avg Win / Avg Loss | 2.2938 | 3.4911 | 1.511 | 1.6923 | 2.7411 | 1.0502 |
Largest Winning Trade | 96080 | 96080 | 27558 | 347121 | 347121 | 186369 |
Largest Losing Trade | -14608 | -13644 | -14608 | -149167 | -118965 | -149167 |
Avg Bars in Trades | 107 | 97 | 117 | 107 | 97 | 117 |
Avg Bars in Winners | 174 | 174 | 174 | 174 | 174 | 174 |
Avg Bars in Losers | 59 | 55 | 64 | 59 | 55 | 64 |
Bars Traded | 24490 | 11068 | 13422 | 24490 | 11068 | 13422 |
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 | 379679 | 208009 | 187114 | 242182 | 164873 | -580613 |
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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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