Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105918.3215 | 80541.0228 | 25377.2987 | 95802.8372 | 103463.8536 | -7661.0164 |
Total P&L (%) | 105.9183 | 80.541 | 25.3773 | 95.8028 | 103.4639 | -7.661 |
Avg Daily Profit (%) | 0.4067 | 0.3093 | 0.0974 | 0.2584 | 0.2731 | -0.0306 |
Buy And Hold Return (%) | 15.8651 | 15.8651 | 15.8651 | 15.8651 | 15.8651 | 15.8651 |
Max Trade Drawdown | -48919 | -37755 | -60299 | -115750 | -80539 | -132072 |
Profit Factor | 1.246 | 1.3917 | 1.1128 | 1.1126 | 1.2576 | 0.983 |
Total Trades | 363 | 182 | 181 | 363 | 182 | 181 |
Winning Trades | 268 | 136 | 132 | 268 | 136 | 132 |
Losing Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Profitability (%) | 73.8292 | 74.7253 | 72.9282 | 73.8292 | 74.7253 | 72.9282 |
Ratio Avg Win / Avg Loss | 0.4417 | 0.4707 | 0.4131 | 0.3944 | 0.4254 | 0.3649 |
Largest Winning Trade | 12197 | 12197 | 8154 | 17405 | 17405 | 14342 |
Largest Losing Trade | -38548 | -17496 | -38548 | -88732 | -36075 | -88732 |
Avg Bars in Trades | 68 | 67 | 69 | 68 | 67 | 69 |
Avg Bars in Winners | 35 | 35 | 36 | 35 | 35 | 36 |
Avg Bars in Losers | 159 | 162 | 155 | 159 | 162 | 155 |
Bars Traded | 24774 | 12277 | 12497 | 24774 | 12277 | 12497 |
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 | 390610 | 304476 | -168596 | -87303 | 298529 | -578808 |
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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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