Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241696.1031 | 205532.1057 | 36163.9974 | 308668.7959 | 225225.289 | 83443.5069 |
Total P&L (%) | 241.6961 | 205.5321 | 36.164 | 308.6688 | 225.2253 | 83.4435 |
Avg Daily Profit (%) | 0.4641 | 0.3946 | 0.0694 | 0.2707 | 0.2267 | 0.1166 |
Buy And Hold Return (%) | 70.6458 | 70.6458 | 70.6458 | 70.6458 | 70.6458 | 70.6458 |
Max Trade Drawdown | -67754 | -42488 | -60367 | -390187 | -244795 | -301606 |
Profit Factor | 1.3602 | 1.6245 | 1.1058 | 1.1252 | 1.1789 | 1.0692 |
Total Trades | 441 | 221 | 220 | 441 | 221 | 220 |
Winning Trades | 200 | 89 | 111 | 200 | 89 | 111 |
Losing Trades | 241 | 132 | 109 | 241 | 132 | 109 |
Profitability (%) | 45.3515 | 40.2715 | 50.4545 | 45.3515 | 40.2715 | 50.4545 |
Ratio Avg Win / Avg Loss | 1.639 | 2.4093 | 1.0858 | 1.3559 | 1.7485 | 1.0499 |
Largest Winning Trade | 98715 | 98715 | 17141 | 170466 | 170466 | 70516 |
Largest Losing Trade | -17777 | -8857 | -17777 | -73841 | -46651 | -73841 |
Avg Bars in Trades | 55 | 55 | 56 | 55 | 55 | 56 |
Avg Bars in Winners | 73 | 76 | 71 | 73 | 76 | 71 |
Avg Bars in Losers | 41 | 40 | 41 | 41 | 40 | 41 |
Bars Traded | 24653 | 12243 | 12410 | 24653 | 12243 | 12410 |
Profit Streak | 0 | 0 | 11.1703 | 0 | 0 | 11.1703 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310761 | 195025 | -369021 | -76503 | -21468 | -290029 |
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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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