Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374293.7769 | 313538.1338 | 60755.6431 | 588768.9273 | 437094.1216 | 151674.8057 |
Total P&L (%) | 374.2938 | 313.5381 | 60.7556 | 588.7689 | 437.0941 | 151.6748 |
Avg Daily Profit (%) | 0.3593 | 0.301 | 0.0583 | 0.1854 | 0.1615 | 0.0886 |
Buy And Hold Return (%) | 46.3484 | 46.3484 | 46.3484 | 46.3484 | 46.3484 | 46.3484 |
Max Trade Drawdown | -79343 | -53187 | -122520 | -282711 | -306784 | -209067 |
Profit Factor | 1.4592 | 1.7532 | 1.1523 | 1.2206 | 1.316 | 1.118 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 118 | 61 | 57 | 118 | 61 | 57 |
Losing Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Profitability (%) | 50.2128 | 51.6949 | 48.7179 | 50.2128 | 51.6949 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.4468 | 1.6382 | 1.213 | 1.2103 | 1.2297 | 1.1768 |
Largest Winning Trade | 99029 | 99029 | 36671 | 225173 | 225173 | 104761 |
Largest Losing Trade | -30906 | -21924 | -30906 | -163597 | -159107 | -163597 |
Avg Bars in Trades | 105 | 106 | 104 | 105 | 106 | 104 |
Avg Bars in Winners | 132 | 132 | 132 | 132 | 132 | 132 |
Avg Bars in Losers | 78 | 79 | 78 | 78 | 79 | 78 |
Bars Traded | 24832 | 12606 | 12226 | 24832 | 12606 | 12226 |
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 | 406688 | 418703 | -237817 | 315691 | 268309 | -168993 |
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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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