Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113200.5401 | 89347.4423 | 23853.0978 | 92369.1217 | 85684.1351 | 6684.9867 |
Total P&L (%) | 113.2005 | 89.3474 | 23.8531 | 92.3691 | 85.6841 | 6.685 |
Avg Daily Profit (%) | 0.4347 | 0.3431 | 0.0916 | 0.2515 | 0.2379 | 0.0249 |
Buy And Hold Return (%) | 14.3363 | 14.3363 | 14.3363 | 14.3363 | 14.3363 | 14.3363 |
Max Trade Drawdown | -69926 | -34796 | -68733 | -79217 | -39844 | -80156 |
Profit Factor | 1.2887 | 1.5077 | 1.1103 | 1.1745 | 1.3612 | 1.0229 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 97 | 42 | 55 | 97 | 42 | 55 |
Losing Trades | 121 | 67 | 54 | 121 | 67 | 54 |
Profitability (%) | 44.4954 | 38.5321 | 50.4587 | 44.4954 | 38.5321 | 50.4587 |
Ratio Avg Win / Avg Loss | 1.6075 | 2.4051 | 1.0902 | 1.4651 | 2.1714 | 1.0043 |
Largest Winning Trade | 45600 | 45600 | 37281 | 39741 | 30607 | 39741 |
Largest Losing Trade | -24568 | -8157 | -24568 | -30261 | -12435 | -30261 |
Avg Bars in Trades | 113 | 109 | 118 | 113 | 109 | 118 |
Avg Bars in Winners | 169 | 173 | 167 | 169 | 173 | 167 |
Avg Bars in Losers | 68 | 68 | 68 | 68 | 68 | 68 |
Bars Traded | 24762 | 11886 | 12876 | 24762 | 11886 | 12876 |
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 | 300865 | 168370 | -180561 | -23284 | 97651 | -522400 |
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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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