Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126377.7208 | 87183.7796 | 39193.9412 | 186131.0711 | 132331.5642 | 53799.5069 |
Total P&L (%) | 126.3777 | 87.1838 | 39.1939 | 186.1311 | 132.3316 | 53.7995 |
Avg Daily Profit (%) | 0.4853 | 0.3348 | 0.1505 | 0.4045 | 0.3242 | 0.1654 |
Buy And Hold Return (%) | 18.7216 | 18.7216 | 18.7216 | 18.7216 | 18.7216 | 18.7216 |
Max Trade Drawdown | -28741 | -20812 | -18789 | -53585 | -41446 | -41091 |
Profit Factor | 1.4115 | 1.5357 | 1.2715 | 1.3142 | 1.4212 | 1.1934 |
Total Trades | 315 | 158 | 157 | 315 | 158 | 157 |
Winning Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Losing Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Profitability (%) | 41.2698 | 41.1392 | 41.4013 | 41.2698 | 41.1392 | 41.4013 |
Ratio Avg Win / Avg Loss | 2.0087 | 2.1972 | 1.7996 | 1.8703 | 2.0335 | 1.6891 |
Largest Winning Trade | 24869 | 19470 | 24869 | 42231 | 42231 | 27409 |
Largest Losing Trade | -8085 | -6467 | -8085 | -11918 | -11913 | -11918 |
Avg Bars in Trades | 78 | 77 | 78 | 78 | 77 | 78 |
Avg Bars in Winners | 111 | 107 | 115 | 111 | 107 | 115 |
Avg Bars in Losers | 54 | 56 | 52 | 54 | 56 | 52 |
Bars Traded | 24610 | 12215 | 12395 | 24610 | 12215 | 12395 |
Profit Streak | 0 | 0 | 5.8125 | 0 | 0 | 5.8125 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310536 | 187236 | -1818 | 270273 | 217788 | -6353 |
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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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