Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115982.7573 | 86337.2787 | 29645.4787 | 130429.2666 | 132024.573 | -1595.3064 |
Total P&L (%) | 115.9828 | 86.3373 | 29.6455 | 130.4293 | 132.0246 | -1.5953 |
Avg Daily Profit (%) | 0.4454 | 0.3315 | 0.1138 | 0.3211 | 0.3237 | -0.0062 |
Buy And Hold Return (%) | 23.7417 | 23.7417 | 23.7417 | 23.7417 | 23.7417 | 23.7417 |
Max Trade Drawdown | -43268 | -27372 | -44874 | -97334 | -40419 | -97334 |
Profit Factor | 1.4714 | 1.9447 | 1.1917 | 1.3186 | 1.9749 | 0.9942 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 66.1157 | 68.3333 | 63.9344 | 66.1157 | 68.3333 | 63.9344 |
Ratio Avg Win / Avg Loss | 0.7541 | 0.9012 | 0.6722 | 0.6758 | 0.9152 | 0.5608 |
Largest Winning Trade | 12116 | 11546 | 12116 | 20999 | 20620 | 20999 |
Largest Losing Trade | -34060 | -18082 | -34060 | -97334 | -26752 | -97334 |
Avg Bars in Trades | 198 | 187 | 208 | 198 | 187 | 208 |
Avg Bars in Winners | 146 | 143 | 150 | 146 | 143 | 150 |
Avg Bars in Losers | 298 | 284 | 311 | 298 | 284 | 311 |
Bars Traded | 24002 | 11270 | 12732 | 24002 | 11270 | 12732 |
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 | 315440 | -161083 | -302030 | 259086 | -159506 | -742047 |
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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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