Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193169.1271 | 138281.2466 | 54887.8805 | 247798.0371 | 304718.3998 | -56920.3627 |
Total P&L (%) | 193.1691 | 138.2812 | 54.8879 | 247.798 | 304.7184 | -56.9204 |
Avg Daily Profit (%) | 0.3709 | 0.2655 | 0.1054 | 0.2396 | 0.2688 | -0.1616 |
Buy And Hold Return (%) | 34.6647 | 34.6647 | 34.6647 | 34.6647 | 34.6647 | 34.6647 |
Max Trade Drawdown | -81814 | -31428 | -54418 | -488981 | -163961 | -331692 |
Profit Factor | 1.5568 | 1.81 | 1.3115 | 1.2033 | 1.5431 | 0.9135 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Losing Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Profitability (%) | 43.9716 | 45.7143 | 42.2535 | 43.9716 | 45.7143 | 42.2535 |
Ratio Avg Win / Avg Loss | 1.9837 | 2.1494 | 1.7924 | 1.5332 | 1.8324 | 1.2484 |
Largest Winning Trade | 59872 | 59872 | 31578 | 144312 | 144312 | 133788 |
Largest Losing Trade | -15811 | -15811 | -15051 | -111588 | -73526 | -111588 |
Avg Bars in Trades | 174 | 165 | 183 | 174 | 165 | 183 |
Avg Bars in Winners | 250 | 239 | 260 | 250 | 239 | 260 |
Avg Bars in Losers | 115 | 102 | 126 | 115 | 102 | 126 |
Bars Traded | 24615 | 11588 | 13027 | 24615 | 11588 | 13027 |
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 | 300758 | -87311 | -151233 | 216851 | -85804 | -669650 |
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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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