Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209035.5123 | 133836.8761 | 75198.6361 | 478798.6569 | 405865.5919 | 72933.0649 |
Total P&L (%) | 209.0355 | 133.8369 | 75.1986 | 478.7987 | 405.8656 | 72.9331 |
Avg Daily Profit (%) | 0.8027 | 0.5139 | 0.2888 | 0.6765 | 0.6244 | 0.2105 |
Buy And Hold Return (%) | 16.3758 | 16.3758 | 16.3758 | 16.3758 | 16.3758 | 16.3758 |
Max Trade Drawdown | -37450 | -20848 | -36922 | -293794 | -65385 | -291168 |
Profit Factor | 1.917 | 2.3365 | 1.5883 | 1.5604 | 2.5489 | 1.1231 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 71.9424 | 73.913 | 70 | 71.9424 | 73.913 | 70 |
Ratio Avg Win / Avg Loss | 0.7476 | 0.8246 | 0.6807 | 0.6086 | 0.8996 | 0.4813 |
Largest Winning Trade | 15883 | 14127 | 15883 | 80463 | 50362 | 80463 |
Largest Losing Trade | -36922 | -17314 | -36922 | -291168 | -65385 | -291168 |
Avg Bars in Trades | 172 | 169 | 174 | 172 | 169 | 174 |
Avg Bars in Winners | 131 | 134 | 127 | 131 | 134 | 127 |
Avg Bars in Losers | 277 | 267 | 285 | 277 | 267 | 285 |
Bars Traded | 23913 | 11672 | 12241 | 23913 | 11672 | 12241 |
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 | 555507 | -88000 | -86120 | 486684 | -86645 | -173850 |
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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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