Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89332.8112 | 62261.4488 | 27071.3624 | 98815.1057 | 72954.4431 | 25860.6627 |
Total P&L (%) | 89.3328 | 62.2614 | 27.0714 | 98.8151 | 72.9544 | 25.8607 |
Avg Daily Profit (%) | 1.0291 | 0.7172 | 0.3118 | 0.7948 | 0.6331 | 0.2653 |
Buy And Hold Return (%) | 11.0465 | 11.0465 | 11.0465 | 11.0465 | 11.0465 | 11.0465 |
Max Trade Drawdown | -45742 | -27110 | -33863 | -49072 | -28963 | -40367 |
Profit Factor | 1.4916 | 1.7893 | 1.2633 | 1.4922 | 1.8401 | 1.227 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 48.4663 | 46.9136 | 50 | 48.4663 | 46.9136 | 50 |
Ratio Avg Win / Avg Loss | 1.586 | 2.0247 | 1.2633 | 1.5866 | 2.0822 | 1.227 |
Largest Winning Trade | 35125 | 32411 | 35125 | 49000 | 49000 | 39300 |
Largest Losing Trade | -17887 | -8052 | -17887 | -21210 | -9799 | -21210 |
Avg Bars in Trades | 150 | 150 | 150 | 150 | 150 | 150 |
Avg Bars in Winners | 177 | 184 | 171 | 177 | 184 | 171 |
Avg Bars in Losers | 125 | 121 | 130 | 125 | 121 | 130 |
Bars Traded | 24567 | 12211 | 12356 | 24567 | 12211 | 12356 |
Profit Streak | 0 | 0.635 | 0 | 0 | 0.635 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490499 | -3896 | -1852 | 481847 | -3872 | -3203 |
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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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