Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354136.1725 | 259222.8501 | 94913.3225 | 421466.769 | 314449.1892 | 107017.5798 |
Total P&L (%) | 354.1362 | 259.2229 | 94.9133 | 421.4668 | 314.4492 | 107.0176 |
Avg Daily Profit (%) | 0.34 | 0.2489 | 0.0911 | 0.1587 | 0.1366 | 0.0699 |
Buy And Hold Return (%) | 12.5813 | 12.5813 | 12.5813 | 12.5813 | 12.5813 | 12.5813 |
Max Trade Drawdown | -116262 | -83357 | -79823 | -1038804 | -796705 | -562102 |
Profit Factor | 1.581 | 1.9657 | 1.2783 | 1.1347 | 1.2084 | 1.066 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 110 | 52 | 58 | 110 | 52 | 58 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 72.3684 | 68.4211 | 76.3158 | 72.3684 | 68.4211 | 76.3158 |
Ratio Avg Win / Avg Loss | 0.6037 | 0.9073 | 0.3967 | 0.4332 | 0.5577 | 0.3308 |
Largest Winning Trade | 41107 | 41107 | 22887 | 254653 | 231700 | 254653 |
Largest Losing Trade | -63565 | -44985 | -63565 | -546622 | -546622 | -325068 |
Avg Bars in Trades | 163 | 172 | 154 | 163 | 172 | 154 |
Avg Bars in Winners | 113 | 111 | 114 | 113 | 111 | 114 |
Avg Bars in Losers | 294 | 302 | 283 | 294 | 302 | 283 |
Bars Traded | 24804 | 13073 | 11731 | 24804 | 13073 | 11731 |
Profit Streak | 0 | 28.5827 | 0 | 0 | 28.5827 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455328 | -36789 | -118802 | -63109 | -58621 | -294987 |
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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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