Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111956.9111 | 86840.5898 | 25116.3213 | 127081.8933 | 101929.1534 | 25152.74 |
Total P&L (%) | 111.9569 | 86.8406 | 25.1163 | 127.0819 | 101.9292 | 25.1527 |
Avg Daily Profit (%) | 1.2897 | 1.0004 | 0.2893 | 0.9492 | 0.8128 | 0.2588 |
Buy And Hold Return (%) | 34.4602 | 34.4602 | 34.4602 | 34.4602 | 34.4602 | 34.4602 |
Max Trade Drawdown | -42128 | -27606 | -32157 | -97700 | -59885 | -67875 |
Profit Factor | 1.5856 | 1.9939 | 1.2419 | 1.3269 | 1.6011 | 1.1148 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 42.5 | 37.5 | 47.5 | 42.5 | 37.5 | 47.5 |
Ratio Avg Win / Avg Loss | 2.1452 | 3.3232 | 1.3727 | 1.7953 | 2.6684 | 1.2321 |
Largest Winning Trade | 52139 | 52139 | 18610 | 78087 | 78087 | 41987 |
Largest Losing Trade | -21894 | -6521 | -21894 | -48824 | -14358 | -48824 |
Avg Bars in Trades | 151 | 141 | 161 | 151 | 141 | 161 |
Avg Bars in Winners | 226 | 229 | 225 | 226 | 229 | 225 |
Avg Bars in Losers | 95 | 88 | 103 | 95 | 88 | 103 |
Bars Traded | 24238 | 11311 | 12927 | 24238 | 11311 | 12927 |
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 | 331189 | -13091 | -180041 | 277688 | -13623 | -274297 |
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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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