Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62388.8108 | 43832.5209 | 18556.2899 | 77180.5785 | 48594.6279 | 28585.9506 |
Total P&L (%) | 62.3888 | 43.8325 | 18.5563 | 77.1806 | 48.5946 | 28.586 |
Avg Daily Profit (%) | 0.7187 | 0.5049 | 0.2138 | 0.6611 | 0.4573 | 0.29 |
Buy And Hold Return (%) | 21.6284 | 21.6284 | 21.6284 | 21.6284 | 21.6284 | 21.6284 |
Max Trade Drawdown | -22677 | -7956 | -15346 | -28419 | -10297 | -18857 |
Profit Factor | 1.786 | 2.3323 | 1.3993 | 1.7298 | 2.0256 | 1.4897 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 55.8824 | 56.8627 | 54.902 | 55.8824 | 56.8627 | 54.902 |
Ratio Avg Win / Avg Loss | 1.41 | 1.7693 | 1.1494 | 1.3657 | 1.5367 | 1.2237 |
Largest Winning Trade | 17373 | 17373 | 6634 | 19208 | 19208 | 9644 |
Largest Losing Trade | -9259 | -5716 | -9259 | -10941 | -7789 | -10941 |
Avg Bars in Trades | 237 | 222 | 252 | 237 | 222 | 252 |
Avg Bars in Winners | 252 | 237 | 266 | 252 | 237 | 266 |
Avg Bars in Losers | 219 | 202 | 235 | 219 | 202 | 235 |
Bars Traded | 24239 | 11343 | 12896 | 24239 | 11343 | 12896 |
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 | 367348 | -173155 | -338714 | 367607 | -172686 | -237429 |
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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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