Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236448.2414 | 177016.8397 | 59431.4017 | 499131.4604 | 409679.3524 | 89452.1081 |
Total P&L (%) | 236.4482 | 177.0168 | 59.4314 | 499.1315 | 409.6794 | 89.4521 |
Avg Daily Profit (%) | 0.454 | 0.3399 | 0.1141 | 0.3443 | 0.3132 | 0.1228 |
Buy And Hold Return (%) | 46.5879 | 46.5879 | 46.5879 | 46.5879 | 46.5879 | 46.5879 |
Max Trade Drawdown | -39985 | -31605 | -43391 | -317376 | -188914 | -337576 |
Profit Factor | 1.5877 | 1.897 | 1.2899 | 1.2793 | 1.4589 | 1.1001 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 107 | 52 | 55 | 107 | 52 | 55 |
Losing Trades | 113 | 58 | 55 | 113 | 58 | 55 |
Profitability (%) | 48.6364 | 47.2727 | 50 | 48.6364 | 47.2727 | 50 |
Ratio Avg Win / Avg Loss | 1.6767 | 2.1159 | 1.2899 | 1.3511 | 1.6272 | 1.1001 |
Largest Winning Trade | 38998 | 38998 | 28580 | 159083 | 159083 | 120515 |
Largest Losing Trade | -16368 | -16368 | -15988 | -106418 | -106418 | -98581 |
Avg Bars in Trades | 111 | 108 | 115 | 111 | 108 | 115 |
Avg Bars in Winners | 137 | 137 | 137 | 137 | 137 | 137 |
Avg Bars in Losers | 87 | 82 | 92 | 87 | 82 | 92 |
Bars Traded | 24621 | 11934 | 12687 | 24621 | 11934 | 12687 |
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 | 414505 | 292566 | -121479 | 319126 | 319080 | -147847 |
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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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