Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140077.0097 | 110050.1208 | 30026.8889 | 166299.0174 | 128904.1971 | 37394.8203 |
Total P&L (%) | 140.077 | 110.0501 | 30.0269 | 166.299 | 128.9042 | 37.3948 |
Avg Daily Profit (%) | 1.6136 | 1.2677 | 0.3459 | 1.1347 | 0.9585 | 0.3666 |
Buy And Hold Return (%) | 38.8759 | 38.8759 | 38.8759 | 38.8759 | 38.8759 | 38.8759 |
Max Trade Drawdown | -53808 | -35669 | -22688 | -171270 | -108154 | -73084 |
Profit Factor | 1.6235 | 1.9498 | 1.276 | 1.2842 | 1.4317 | 1.1305 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Losing Trades | 146 | 74 | 72 | 146 | 74 | 72 |
Profitability (%) | 39.4191 | 38.3333 | 40.4959 | 39.4191 | 38.3333 | 40.4959 |
Ratio Avg Win / Avg Loss | 2.4951 | 3.1366 | 1.875 | 1.9737 | 2.3032 | 1.6612 |
Largest Winning Trade | 75996 | 75996 | 12493 | 132986 | 132986 | 30108 |
Largest Losing Trade | -9271 | -7581 | -9271 | -32963 | -29215 | -32963 |
Avg Bars in Trades | 101 | 105 | 97 | 101 | 105 | 97 |
Avg Bars in Winners | 149 | 162 | 138 | 149 | 162 | 138 |
Avg Bars in Losers | 70 | 69 | 70 | 70 | 69 | 70 |
Bars Traded | 24460 | 12620 | 11840 | 24460 | 12620 | 11840 |
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 | 329539 | 247608 | -161736 | 265053 | 192139 | -238440 |
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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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