Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262231.3814 | 184781.8569 | 77449.5244 | 482599.6301 | 284326.3077 | 198273.3224 |
Total P&L (%) | 262.2314 | 184.7819 | 77.4495 | 482.5996 | 284.3263 | 198.2733 |
Avg Daily Profit (%) | 0.5035 | 0.3548 | 0.1487 | 0.3389 | 0.2588 | 0.21 |
Buy And Hold Return (%) | 18.8865 | 18.8865 | 18.8865 | 18.8865 | 18.8865 | 18.8865 |
Max Trade Drawdown | -42899 | -33364 | -33266 | -293511 | -216832 | -212453 |
Profit Factor | 1.7307 | 1.9858 | 1.4518 | 1.3054 | 1.3157 | 1.2917 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 98 | 53 | 45 | 98 | 53 | 45 |
Profitability (%) | 38.75 | 33.75 | 43.75 | 38.75 | 33.75 | 43.75 |
Ratio Avg Win / Avg Loss | 2.7356 | 3.898 | 1.8665 | 2.0633 | 2.5827 | 1.6607 |
Largest Winning Trade | 71846 | 71846 | 31803 | 296120 | 296120 | 141147 |
Largest Losing Trade | -17799 | -17799 | -16434 | -121940 | -121940 | -60240 |
Avg Bars in Trades | 154 | 140 | 167 | 154 | 140 | 167 |
Avg Bars in Winners | 250 | 241 | 257 | 250 | 241 | 257 |
Avg Bars in Losers | 93 | 89 | 98 | 93 | 89 | 98 |
Bars Traded | 24700 | 11261 | 13439 | 24700 | 11261 | 13439 |
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 | 338038 | -13629 | -17002 | 213511 | -16931 | -13606 |
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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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