Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203085.7725 | 169384.6946 | 33701.0779 | 226820.1833 | 209985.4774 | 16834.7059 |
Total P&L (%) | 203.0858 | 169.3847 | 33.7011 | 226.8202 | 209.9855 | 16.8347 |
Avg Daily Profit (%) | 0.3899 | 0.3252 | 0.0647 | 0.2276 | 0.2175 | 0.0299 |
Buy And Hold Return (%) | 46.7281 | 46.7281 | 46.7281 | 46.7281 | 46.7281 | 46.7281 |
Max Trade Drawdown | -42832 | -46589 | -41908 | -152240 | -139764 | -144946 |
Profit Factor | 1.4053 | 1.6523 | 1.1396 | 1.1762 | 1.3007 | 1.0286 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 135 | 66 | 69 | 135 | 66 | 69 |
Losing Trades | 143 | 73 | 70 | 143 | 73 | 70 |
Profitability (%) | 48.5612 | 47.482 | 49.6403 | 48.5612 | 47.482 | 49.6403 |
Ratio Avg Win / Avg Loss | 1.4885 | 1.8275 | 1.1561 | 1.2459 | 1.4387 | 1.0435 |
Largest Winning Trade | 118438 | 118438 | 24015 | 148919 | 148919 | 59266 |
Largest Losing Trade | -17142 | -17142 | -12488 | -56528 | -56528 | -47338 |
Avg Bars in Trades | 88 | 89 | 88 | 88 | 89 | 88 |
Avg Bars in Winners | 107 | 109 | 105 | 107 | 109 | 105 |
Avg Bars in Losers | 71 | 71 | 71 | 71 | 71 | 71 |
Bars Traded | 24682 | 12395 | 12287 | 24682 | 12395 | 12287 |
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 | 301776 | 271118 | -340203 | -19958 | 156290 | -508719 |
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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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