Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117428.7397 | 84503.7528 | 32924.9869 | 149040.8038 | 122731.2312 | 26309.5727 |
Total P&L (%) | 117.4287 | 84.5038 | 32.925 | 149.0408 | 122.7312 | 26.3096 |
Avg Daily Profit (%) | 0.4509 | 0.3245 | 0.1264 | 0.351 | 0.308 | 0.0897 |
Buy And Hold Return (%) | 24.443 | 24.443 | 24.443 | 24.443 | 24.443 | 24.443 |
Max Trade Drawdown | -46774 | -19179 | -52102 | -115493 | -41618 | -128762 |
Profit Factor | 1.5545 | 1.8958 | 1.2804 | 1.3402 | 1.6761 | 1.1025 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 53.7415 | 54.0541 | 53.4247 | 53.7415 | 54.0541 | 53.4247 |
Ratio Avg Win / Avg Loss | 1.3381 | 1.6115 | 1.1162 | 1.1536 | 1.4247 | 0.9612 |
Largest Winning Trade | 32740 | 32740 | 17479 | 48123 | 48123 | 32631 |
Largest Losing Trade | -29101 | -14667 | -29101 | -76581 | -22899 | -76581 |
Avg Bars in Trades | 165 | 166 | 165 | 165 | 166 | 165 |
Avg Bars in Winners | 154 | 152 | 157 | 154 | 152 | 157 |
Avg Bars in Losers | 179 | 183 | 174 | 179 | 183 | 174 |
Bars Traded | 24400 | 12344 | 12056 | 24400 | 12344 | 12056 |
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 | 337542 | -55470 | -154719 | 292233 | -55761 | -397246 |
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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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