Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110341.2596 | 81442.6724 | 28898.5873 | 107023.6417 | 117694.4652 | -10670.8235 |
Total P&L (%) | 110.3413 | 81.4427 | 28.8986 | 107.0236 | 117.6945 | -10.6708 |
Avg Daily Profit (%) | 0.4237 | 0.3127 | 0.111 | 0.2798 | 0.2992 | -0.0433 |
Buy And Hold Return (%) | 21.0945 | 21.0945 | 21.0945 | 21.0945 | 21.0945 | 21.0945 |
Max Trade Drawdown | -37826 | -24505 | -38987 | -112094 | -33388 | -109008 |
Profit Factor | 1.3555 | 1.6098 | 1.1634 | 1.1973 | 1.5592 | 0.9678 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 108 | 51 | 57 | 108 | 51 | 57 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 63.9053 | 60.7143 | 67.0588 | 63.9053 | 60.7143 | 67.0588 |
Ratio Avg Win / Avg Loss | 0.7656 | 1.0417 | 0.5715 | 0.6763 | 1.0089 | 0.4754 |
Largest Winning Trade | 20799 | 14700 | 20799 | 23953 | 17612 | 23953 |
Largest Losing Trade | -34470 | -12950 | -34470 | -104919 | -18365 | -104919 |
Avg Bars in Trades | 144 | 140 | 148 | 144 | 140 | 148 |
Avg Bars in Winners | 104 | 101 | 107 | 104 | 101 | 107 |
Avg Bars in Losers | 216 | 202 | 232 | 216 | 202 | 232 |
Bars Traded | 24454 | 11830 | 12624 | 24454 | 11830 | 12624 |
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 | 302487 | 292201 | -137170 | 114451 | 328719 | -580011 |
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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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