Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70899.0021 | 48320.5746 | 22578.4275 | 82853.5375 | 49330.3807 | 33523.1569 |
Total P&L (%) | 70.899 | 48.3206 | 22.5784 | 82.8535 | 49.3304 | 33.5232 |
Avg Daily Profit (%) | 0.8167 | 0.5566 | 0.2601 | 0.6976 | 0.463 | 0.3336 |
Buy And Hold Return (%) | 15.5883 | 15.5883 | 15.5883 | 15.5883 | 15.5883 | 15.5883 |
Max Trade Drawdown | -47798 | -37152 | -18336 | -101328 | -74377 | -39217 |
Profit Factor | 1.2938 | 1.4038 | 1.1856 | 1.1774 | 1.2096 | 1.1447 |
Total Trades | 319 | 160 | 159 | 319 | 160 | 159 |
Winning Trades | 178 | 88 | 90 | 178 | 88 | 90 |
Losing Trades | 141 | 72 | 69 | 141 | 72 | 69 |
Profitability (%) | 55.7994 | 55 | 56.6038 | 55.7994 | 55 | 56.6038 |
Ratio Avg Win / Avg Loss | 1.0248 | 1.1485 | 0.9089 | 0.9327 | 0.9897 | 0.8776 |
Largest Winning Trade | 18368 | 18368 | 7650 | 19762 | 19762 | 13113 |
Largest Losing Trade | -11559 | -11559 | -7657 | -19178 | -19178 | -18357 |
Avg Bars in Trades | 77 | 68 | 86 | 77 | 68 | 86 |
Avg Bars in Winners | 68 | 55 | 80 | 68 | 55 | 80 |
Avg Bars in Losers | 88 | 84 | 93 | 88 | 84 | 93 |
Bars Traded | 24706 | 11017 | 13689 | 24706 | 11017 | 13689 |
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 | 415726 | 264564 | -37009 | -15820 | 135107 | -60956 |
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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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