Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144915.2372 | 115783.7086 | 29131.5286 | 116160.2331 | 62658.5908 | 53501.6423 |
Total P&L (%) | 144.9152 | 115.7837 | 29.1315 | 116.1602 | 62.6586 | 53.5016 |
Avg Daily Profit (%) | 0.2782 | 0.2223 | 0.0559 | 0.1481 | 0.0934 | 0.0823 |
Buy And Hold Return (%) | 17.0678 | 17.0678 | 17.0678 | 17.0678 | 17.0678 | 17.0678 |
Max Trade Drawdown | -55162 | -50391 | -63465 | -125404 | -127095 | -78354 |
Profit Factor | 1.2959 | 1.4619 | 1.1219 | 1.1394 | 1.1427 | 1.1357 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 124 | 56 | 68 | 124 | 56 | 68 |
Losing Trades | 131 | 72 | 59 | 131 | 72 | 59 |
Profitability (%) | 48.6275 | 43.75 | 53.5433 | 48.6275 | 43.75 | 53.5433 |
Ratio Avg Win / Avg Loss | 1.3691 | 1.8796 | 0.9734 | 1.2037 | 1.4692 | 0.9854 |
Largest Winning Trade | 56431 | 56431 | 19985 | 92816 | 92816 | 39462 |
Largest Losing Trade | -21947 | -9545 | -21947 | -34677 | -25336 | -34677 |
Avg Bars in Trades | 95 | 99 | 92 | 95 | 99 | 92 |
Avg Bars in Winners | 131 | 134 | 128 | 131 | 134 | 128 |
Avg Bars in Losers | 62 | 72 | 51 | 62 | 72 | 51 |
Bars Traded | 24474 | 12749 | 11725 | 24474 | 12749 | 11725 |
Profit Streak | 0 | 0 | 2.5845 | 0 | 0 | 2.5845 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308890 | 238977 | -216601 | -62411 | -137496 | -160336 |
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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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