Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115072.2166 | 81397.6573 | 33674.5594 | 145853.3263 | 91261.2305 | 54592.0959 |
Total P&L (%) | 115.0722 | 81.3977 | 33.6746 | 145.8533 | 91.2612 | 54.5921 |
Avg Daily Profit (%) | 2.2095 | 1.5629 | 0.6466 | 1.7423 | 1.2529 | 0.84 |
Buy And Hold Return (%) | 30.5374 | 30.5374 | 30.5374 | 30.5374 | 30.5374 | 30.5374 |
Max Trade Drawdown | -48581 | -44109 | -24713 | -99788 | -87260 | -52429 |
Profit Factor | 1.4757 | 1.6839 | 1.2741 | 1.3264 | 1.4154 | 1.2404 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 136 | 57 | 79 | 136 | 57 | 79 |
Losing Trades | 141 | 81 | 60 | 141 | 81 | 60 |
Profitability (%) | 49.0975 | 41.3043 | 56.8345 | 49.0975 | 41.3043 | 56.8345 |
Ratio Avg Win / Avg Loss | 1.53 | 2.3929 | 0.9677 | 1.3752 | 2.0114 | 0.9421 |
Largest Winning Trade | 30699 | 30699 | 17167 | 45612 | 45612 | 34778 |
Largest Losing Trade | -16265 | -11054 | -16265 | -38412 | -24703 | -38412 |
Avg Bars in Trades | 89 | 74 | 104 | 89 | 74 | 104 |
Avg Bars in Winners | 97 | 71 | 116 | 97 | 71 | 116 |
Avg Bars in Losers | 81 | 76 | 88 | 81 | 76 | 88 |
Bars Traded | 24689 | 10220 | 14469 | 24689 | 10220 | 14469 |
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 | 462761 | 272386 | -125476 | 407570 | 226596 | 42329 |
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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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