Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87461.1298 | 73394.4686 | 14066.6612 | 71038.3937 | 38481.255 | 32557.1387 |
Total P&L (%) | 87.4611 | 73.3945 | 14.0667 | 71.0384 | 38.4813 | 32.5571 |
Avg Daily Profit (%) | 1.6794 | 1.4093 | 0.2701 | 1.0359 | 0.6271 | 0.5426 |
Buy And Hold Return (%) | 30.7344 | 30.7344 | 30.7344 | 30.7344 | 30.7344 | 30.7344 |
Max Trade Drawdown | -37682 | -32483 | -23417 | -75689 | -65024 | -25648 |
Profit Factor | 1.4935 | 1.6919 | 1.1978 | 1.2501 | 1.2145 | 1.3111 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 43.5115 | 40 | 46.9697 | 43.5115 | 40 | 46.9697 |
Ratio Avg Win / Avg Loss | 1.939 | 2.5378 | 1.3523 | 1.6229 | 1.8218 | 1.4803 |
Largest Winning Trade | 53995 | 53995 | 22133 | 51862 | 51862 | 32738 |
Largest Losing Trade | -17118 | -11249 | -17118 | -21526 | -21526 | -19838 |
Avg Bars in Trades | 188 | 195 | 181 | 188 | 195 | 181 |
Avg Bars in Winners | 237 | 242 | 233 | 237 | 242 | 233 |
Avg Bars in Losers | 150 | 164 | 135 | 150 | 164 | 135 |
Bars Traded | 24679 | 12711 | 11968 | 24679 | 12711 | 11968 |
Profit Streak | 0 | 14.7785 | 0 | 0 | 14.7785 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302724 | -124648 | -288243 | 172724 | -212246 | -264319 |
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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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