Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78451.5775 | 53117.1221 | 25334.4554 | 89679.9217 | 58903.0709 | 30776.8508 |
Total P&L (%) | 78.4516 | 53.1171 | 25.3345 | 89.6799 | 58.9031 | 30.7769 |
Avg Daily Profit (%) | 0.9037 | 0.6119 | 0.2918 | 0.7402 | 0.5349 | 0.3096 |
Buy And Hold Return (%) | 19.3173 | 19.3173 | 19.3173 | 19.3173 | 19.3173 | 19.3173 |
Max Trade Drawdown | -42822 | -16587 | -43313 | -59453 | -27840 | -57518 |
Profit Factor | 1.4392 | 1.7059 | 1.2451 | 1.3383 | 1.4952 | 1.2106 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 65.1282 | 65.3061 | 64.9485 | 65.1282 | 65.3061 | 64.9485 |
Ratio Avg Win / Avg Loss | 0.7706 | 0.9062 | 0.672 | 0.7166 | 0.7943 | 0.6533 |
Largest Winning Trade | 10245 | 9963 | 10245 | 14710 | 14710 | 9430 |
Largest Losing Trade | -32046 | -10033 | -32046 | -43684 | -17162 | -43684 |
Avg Bars in Trades | 125 | 126 | 125 | 125 | 126 | 125 |
Avg Bars in Winners | 91 | 89 | 94 | 91 | 89 | 94 |
Avg Bars in Losers | 189 | 196 | 182 | 189 | 196 | 182 |
Bars Traded | 24535 | 12387 | 12148 | 24535 | 12387 | 12148 |
Profit Streak | 0 | 0 | 2.7867 | 0 | 0 | 2.7867 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395091 | 298263 | -63757 | 369831 | 253759 | -4547 |
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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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