Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155410.0574 | 103331.3406 | 52078.7168 | 210627.9808 | 178846.7693 | 31781.2115 |
Total P&L (%) | 155.4101 | 103.3313 | 52.0787 | 210.628 | 178.8468 | 31.7812 |
Avg Daily Profit (%) | 0.5968 | 0.3968 | 0.2 | 0.4362 | 0.3946 | 0.106 |
Buy And Hold Return (%) | 18.9486 | 18.9486 | 18.9486 | 18.9486 | 18.9486 | 18.9486 |
Max Trade Drawdown | -33356 | -23788 | -27242 | -134304 | -76897 | -105033 |
Profit Factor | 1.5865 | 1.7877 | 1.3893 | 1.2582 | 1.4484 | 1.0762 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 57 | 22 | 35 | 57 | 22 | 35 |
Losing Trades | 92 | 52 | 40 | 92 | 52 | 40 |
Profitability (%) | 38.255 | 29.7297 | 46.6667 | 38.255 | 29.7297 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.5607 | 4.2254 | 1.5878 | 2.0308 | 3.4236 | 1.23 |
Largest Winning Trade | 61088 | 61088 | 25577 | 130465 | 130465 | 53971 |
Largest Losing Trade | -12152 | -6708 | -12152 | -28156 | -24447 | -28156 |
Avg Bars in Trades | 165 | 160 | 169 | 165 | 160 | 169 |
Avg Bars in Winners | 282 | 323 | 255 | 282 | 323 | 255 |
Avg Bars in Losers | 92 | 91 | 94 | 92 | 91 | 94 |
Bars Traded | 24600 | 11883 | 12717 | 24600 | 11883 | 12717 |
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 | 302018 | -63160 | -53623 | 180375 | -63436 | -256801 |
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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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