Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88852.7647 | 76087.0626 | 12765.7021 | 70280.1312 | 41764.8911 | 28515.24 |
Total P&L (%) | 88.8528 | 76.0871 | 12.7657 | 70.2801 | 41.7649 | 28.5152 |
Avg Daily Profit (%) | 1.7061 | 1.461 | 0.2451 | 1.0273 | 0.6724 | 0.4829 |
Buy And Hold Return (%) | 30.8002 | 30.8002 | 30.8002 | 30.8002 | 30.8002 | 30.8002 |
Max Trade Drawdown | -36858 | -25241 | -22605 | -84413 | -59655 | -35627 |
Profit Factor | 1.3865 | 1.5812 | 1.129 | 1.1651 | 1.1676 | 1.1616 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Profitability (%) | 45.2229 | 43.5897 | 46.8354 | 45.2229 | 43.5897 | 46.8354 |
Ratio Avg Win / Avg Loss | 1.6794 | 2.0463 | 1.2815 | 1.4113 | 1.511 | 1.3186 |
Largest Winning Trade | 63158 | 63158 | 9910 | 62546 | 62546 | 17634 |
Largest Losing Trade | -14655 | -12738 | -14655 | -29240 | -27917 | -29240 |
Avg Bars in Trades | 157 | 154 | 159 | 157 | 154 | 159 |
Avg Bars in Winners | 185 | 169 | 200 | 185 | 169 | 200 |
Avg Bars in Losers | 133 | 143 | 123 | 133 | 143 | 123 |
Bars Traded | 24665 | 12047 | 12618 | 24665 | 12047 | 12618 |
Profit Streak | 0 | 8.1295 | 0 | 0 | 8.1295 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322336 | -25851 | -266683 | -34055 | -116764 | -228732 |
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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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