Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97066.2082 | 81250.0635 | 15816.1447 | 90714.9692 | 63219.9134 | 27495.0558 |
Total P&L (%) | 97.0662 | 81.2501 | 15.8161 | 90.715 | 63.2199 | 27.4951 |
Avg Daily Profit (%) | 1.1181 | 0.936 | 0.1822 | 0.7465 | 0.566 | 0.2802 |
Buy And Hold Return (%) | 38.7676 | 38.7676 | 38.7676 | 38.7676 | 38.7676 | 38.7676 |
Max Trade Drawdown | -39970 | -33749 | -14723 | -54791 | -49901 | -22103 |
Profit Factor | 1.4446 | 1.5771 | 1.204 | 1.266 | 1.2847 | 1.2312 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 108 | 47 | 61 | 108 | 47 | 61 |
Losing Trades | 132 | 73 | 59 | 132 | 73 | 59 |
Profitability (%) | 45 | 39.1667 | 50.8333 | 45 | 39.1667 | 50.8333 |
Ratio Avg Win / Avg Loss | 1.7657 | 2.4495 | 1.1646 | 1.5474 | 1.9954 | 1.1908 |
Largest Winning Trade | 63658 | 63658 | 9446 | 61616 | 61616 | 16170 |
Largest Losing Trade | -11511 | -11511 | -8141 | -21078 | -21078 | -12027 |
Avg Bars in Trades | 102 | 159 | 45 | 102 | 159 | 45 |
Avg Bars in Winners | 126 | 224 | 51 | 126 | 224 | 51 |
Avg Bars in Losers | 82 | 117 | 39 | 82 | 117 | 39 |
Bars Traded | 24619 | 19138 | 5481 | 24619 | 19138 | 5481 |
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 | 321007 | 111982 | -160885 | 216776 | -3895 | -159881 |
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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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