Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77648.0912 | 62579.9923 | 15068.0989 | 61872.9481 | 50931.1879 | 10941.7603 |
Total P&L (%) | 77.6481 | 62.58 | 15.0681 | 61.8729 | 50.9312 | 10.9418 |
Avg Daily Profit (%) | 1.4909 | 1.2016 | 0.2893 | 0.9291 | 0.7936 | 0.1996 |
Buy And Hold Return (%) | 29.6906 | 29.6906 | 29.6906 | 29.6906 | 29.6906 | 29.6906 |
Max Trade Drawdown | -53896 | -43564 | -22159 | -101784 | -73167 | -41046 |
Profit Factor | 1.374 | 1.6267 | 1.1398 | 1.1841 | 1.3183 | 1.0622 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 76 | 33 | 43 | 76 | 33 | 43 |
Losing Trades | 91 | 50 | 41 | 91 | 50 | 41 |
Profitability (%) | 45.509 | 39.759 | 51.1905 | 45.509 | 39.759 | 51.1905 |
Ratio Avg Win / Avg Loss | 1.6452 | 2.4647 | 1.0868 | 1.4178 | 1.9974 | 1.0128 |
Largest Winning Trade | 50149 | 50149 | 18564 | 65154 | 65154 | 34735 |
Largest Losing Trade | -15720 | -10299 | -15720 | -31576 | -19638 | -31576 |
Avg Bars in Trades | 143 | 114 | 172 | 143 | 114 | 172 |
Avg Bars in Winners | 179 | 123 | 222 | 179 | 123 | 222 |
Avg Bars in Losers | 113 | 109 | 119 | 113 | 109 | 119 |
Bars Traded | 24021 | 9532 | 14489 | 24021 | 9532 | 14489 |
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 | 310128 | 130884 | -226326 | -14395 | -1156 | -312550 |
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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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