Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115223.6564 | 82425.831 | 32797.8254 | 130388.9842 | 127441.7048 | 2947.2794 |
Total P&L (%) | 115.2237 | 82.4258 | 32.7978 | 130.389 | 127.4417 | 2.9473 |
Avg Daily Profit (%) | 0.4425 | 0.3165 | 0.1259 | 0.321 | 0.316 | 0.0112 |
Buy And Hold Return (%) | 17.16 | 17.16 | 17.16 | 17.16 | 17.16 | 17.16 |
Max Trade Drawdown | -34216 | -19628 | -34688 | -115175 | -41788 | -115793 |
Profit Factor | 1.3815 | 1.5643 | 1.2103 | 1.2079 | 1.4621 | 1.0084 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 155 | 76 | 79 | 155 | 76 | 79 |
Losing Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Profitability (%) | 58.4906 | 57.5758 | 59.3985 | 58.4906 | 57.5758 | 59.3985 |
Ratio Avg Win / Avg Loss | 0.9804 | 1.1526 | 0.8273 | 0.8572 | 1.0774 | 0.6893 |
Largest Winning Trade | 14299 | 11564 | 14299 | 26203 | 26203 | 22241 |
Largest Losing Trade | -34138 | -19382 | -34138 | -113973 | -25727 | -113973 |
Avg Bars in Trades | 90 | 88 | 93 | 90 | 88 | 93 |
Avg Bars in Winners | 64 | 59 | 70 | 64 | 59 | 70 |
Avg Bars in Losers | 127 | 127 | 128 | 127 | 127 | 128 |
Bars Traded | 24103 | 11656 | 12447 | 24103 | 11656 | 12447 |
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 | 342359 | 294846 | -34873 | 273640 | 326517 | -557057 |
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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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