Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 27688.5254 | 18400.7169 | 9287.8085 | 29621.261 | 19816.4286 | 9804.8324 |
Total P&L (%) | 27.6885 | 18.4007 | 9.2878 | 29.6213 | 19.8164 | 9.8048 |
Avg Daily Profit (%) | 1.595 | 1.0599 | 0.535 | 1.5057 | 1.0469 | 0.5402 |
Buy And Hold Return (%) | 10.8669 | 10.8669 | 10.8669 | 10.8669 | 10.8669 | 10.8669 |
Max Trade Drawdown | -8330 | -8213 | -4677 | -11176 | -10164 | -5491 |
Profit Factor | 1.3689 | 1.398 | 1.3222 | 1.3258 | 1.3514 | 1.284 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 124 | 64 | 60 | 124 | 64 | 60 |
Losing Trades | 131 | 63 | 68 | 131 | 63 | 68 |
Profitability (%) | 48.6275 | 50.3937 | 46.875 | 48.6275 | 50.3937 | 46.875 |
Ratio Avg Win / Avg Loss | 1.4462 | 1.3762 | 1.4984 | 1.4007 | 1.3303 | 1.4552 |
Largest Winning Trade | 10788 | 10788 | 3371 | 11486 | 11486 | 3944 |
Largest Losing Trade | -2754 | -2754 | -1472 | -3313 | -3313 | -1927 |
Avg Bars in Trades | 96 | 151 | 41 | 96 | 151 | 41 |
Avg Bars in Winners | 126 | 199 | 49 | 126 | 199 | 49 |
Avg Bars in Losers | 66 | 102 | 33 | 66 | 102 | 33 |
Bars Traded | 24480 | 19196 | 5284 | 24480 | 19196 | 5284 |
Profit Streak | 0 | 2.9725 | 0 | 0 | 2.9725 | 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 | 336324 | 70512 | -158115 | 329748 | 91102 | -158303 |
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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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