Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131924.0056 | 84492.9429 | 47431.0628 | 209304.6026 | 136569.7887 | 72734.8138 |
Total P&L (%) | 131.924 | 84.4929 | 47.4311 | 209.3046 | 136.5698 | 72.7348 |
Avg Daily Profit (%) | 1.5197 | 0.9733 | 0.5464 | 1.3092 | 0.9968 | 0.6316 |
Buy And Hold Return (%) | 12.2104 | 12.2104 | 12.2104 | 12.2104 | 12.2104 | 12.2104 |
Max Trade Drawdown | -27915 | -18145 | -13714 | -32431 | -21804 | -22979 |
Profit Factor | 1.812 | 2.107 | 1.5506 | 1.9484 | 2.415 | 1.5857 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Losing Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Profitability (%) | 43.0769 | 43.299 | 42.8571 | 43.0769 | 43.299 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.3944 | 2.7592 | 2.0674 | 2.5746 | 3.1625 | 2.1143 |
Largest Winning Trade | 34967 | 34967 | 33791 | 68069 | 61773 | 68069 |
Largest Losing Trade | -7051 | -4365 | -7051 | -21978 | -7938 | -21978 |
Avg Bars in Trades | 126 | 127 | 126 | 126 | 127 | 126 |
Avg Bars in Winners | 196 | 199 | 194 | 196 | 199 | 194 |
Avg Bars in Losers | 73 | 72 | 75 | 73 | 72 | 75 |
Bars Traded | 24749 | 12368 | 12381 | 24749 | 12368 | 12381 |
Profit Streak | 0 | 0.572 | 0 | 0 | 0.572 | 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 | 474962 | 320534 | 214761 | 477860 | 334592 | 307378 |
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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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