Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219371.483 | 215198.5052 | 4172.9778 | 17443.3172 | 208645.8845 | -191202.5674 |
Total P&L (%) | 219.3715 | 215.1985 | 4.173 | 17.4433 | 208.6459 | -191.2026 |
Avg Daily Profit (%) | 0.1789 | 0.1755 | 0.0034 | 0.0131 | 0.092 | 0 |
Buy And Hold Return (%) | 37.446 | 37.446 | 37.446 | 37.446 | 37.446 | 37.446 |
Max Trade Drawdown | -155606 | -89249 | -130778 | -323599 | -116597 | -280621 |
Profit Factor | 1.2489 | 1.514 | 1.009 | 1.0168 | 1.4661 | 0.6751 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Losing Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Profitability (%) | 57.1429 | 56.044 | 58.2418 | 57.1429 | 56.044 | 58.2418 |
Ratio Avg Win / Avg Loss | 0.9367 | 1.1874 | 0.7234 | 0.7626 | 1.1499 | 0.484 |
Largest Winning Trade | 52678 | 52678 | 40304 | 77589 | 77589 | 34843 |
Largest Losing Trade | -47223 | -25883 | -47223 | -150116 | -40537 | -150116 |
Avg Bars in Trades | 78 | 82 | 75 | 78 | 82 | 75 |
Avg Bars in Winners | 63 | 60 | 66 | 63 | 60 | 66 |
Avg Bars in Losers | 99 | 110 | 87 | 99 | 110 | 87 |
Bars Traded | 14372 | 7510 | 6862 | 14372 | 7510 | 6862 |
Profit Streak | 0 | 50.2358 | 0 | 0 | 50.2358 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 239887 | 354825 | -565563 | -542895 | -68163 | -580020 |
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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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