Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117617.7693 | 87357.177 | 30260.5922 | 113590.9535 | 126917.2435 | -13326.29 |
Total P&L (%) | 117.6178 | 87.3572 | 30.2606 | 113.591 | 126.9172 | -13.3263 |
Avg Daily Profit (%) | 0.4516 | 0.3354 | 0.1162 | 0.2918 | 0.3151 | -0.0549 |
Buy And Hold Return (%) | 23.7914 | 23.7914 | 23.7914 | 23.7914 | 23.7914 | 23.7914 |
Max Trade Drawdown | -69236 | -36318 | -55025 | -223127 | -118189 | -150319 |
Profit Factor | 1.2651 | 1.4086 | 1.1316 | 1.1043 | 1.2429 | 0.9765 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 203 | 107 | 96 | 203 | 107 | 96 |
Losing Trades | 103 | 46 | 57 | 103 | 46 | 57 |
Profitability (%) | 66.3399 | 69.9346 | 62.7451 | 66.3399 | 69.9346 | 62.7451 |
Ratio Avg Win / Avg Loss | 0.6419 | 0.6056 | 0.6719 | 0.5603 | 0.5343 | 0.5798 |
Largest Winning Trade | 13559 | 13559 | 8863 | 24400 | 24400 | 20673 |
Largest Losing Trade | -38987 | -16557 | -38987 | -105872 | -45972 | -105872 |
Avg Bars in Trades | 80 | 80 | 81 | 80 | 80 | 81 |
Avg Bars in Winners | 46 | 43 | 49 | 46 | 43 | 49 |
Avg Bars in Losers | 148 | 165 | 135 | 148 | 165 | 135 |
Bars Traded | 24761 | 12292 | 12469 | 24761 | 12292 | 12469 |
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 | 320948 | 244092 | -195956 | -98304 | 251922 | -580275 |
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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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