Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66514.2052 | 41551.3503 | 24962.8549 | 74491.2552 | 37532.6388 | 36958.6163 |
Total P&L (%) | 66.5142 | 41.5514 | 24.9629 | 74.4913 | 37.5326 | 36.9586 |
Avg Daily Profit (%) | 0.7662 | 0.4786 | 0.2876 | 0.6434 | 0.3678 | 0.363 |
Buy And Hold Return (%) | 11.5625 | 11.5625 | 11.5625 | 11.5625 | 11.5625 | 11.5625 |
Max Trade Drawdown | -28425 | -28776 | -30784 | -51947 | -55628 | -33953 |
Profit Factor | 1.3222 | 1.3961 | 1.2458 | 1.2122 | 1.1983 | 1.2286 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 164 | 83 | 81 | 164 | 83 | 81 |
Losing Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Profitability (%) | 65.0794 | 65.873 | 64.2857 | 65.0794 | 65.873 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.7095 | 0.7233 | 0.6921 | 0.6505 | 0.6208 | 0.6825 |
Largest Winning Trade | 6634 | 6634 | 5014 | 12493 | 12493 | 8487 |
Largest Losing Trade | -21804 | -12008 | -21804 | -23666 | -21801 | -23666 |
Avg Bars in Trades | 98 | 97 | 99 | 98 | 97 | 99 |
Avg Bars in Winners | 66 | 61 | 71 | 66 | 61 | 71 |
Avg Bars in Losers | 158 | 168 | 150 | 158 | 168 | 150 |
Bars Traded | 24848 | 12299 | 12549 | 24848 | 12299 | 12549 |
Profit Streak | 0 | 0 | 1.7124 | 0 | 0 | 1.7124 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414295 | 227340 | -2018 | 368862 | 71524 | 50873 |
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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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