Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171874.1146 | 107822.5163 | 64051.5983 | 307153.8417 | 226394.5622 | 80759.2795 |
Total P&L (%) | 171.8741 | 107.8225 | 64.0516 | 307.1538 | 226.3946 | 80.7593 |
Avg Daily Profit (%) | 0.66 | 0.414 | 0.246 | 0.5406 | 0.4553 | 0.2276 |
Buy And Hold Return (%) | 11.8851 | 11.8851 | 11.8851 | 11.8851 | 11.8851 | 11.8851 |
Max Trade Drawdown | -19437 | -19785 | -27184 | -78460 | -64059 | -78517 |
Profit Factor | 1.744 | 2.0071 | 1.5167 | 1.4645 | 1.7379 | 1.2278 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 60 | 24 | 36 | 60 | 24 | 36 |
Losing Trades | 82 | 47 | 35 | 82 | 47 | 35 |
Profitability (%) | 42.2535 | 33.8028 | 50.7042 | 42.2535 | 33.8028 | 50.7042 |
Ratio Avg Win / Avg Loss | 2.3835 | 3.9307 | 1.4746 | 2.0014 | 3.4034 | 1.1937 |
Largest Winning Trade | 43677 | 43677 | 24609 | 61022 | 61022 | 45895 |
Largest Losing Trade | -12588 | -5407 | -12588 | -27945 | -24104 | -27945 |
Avg Bars in Trades | 174 | 167 | 181 | 174 | 167 | 181 |
Avg Bars in Winners | 284 | 318 | 261 | 284 | 318 | 261 |
Avg Bars in Losers | 94 | 90 | 98 | 94 | 90 | 98 |
Bars Traded | 24785 | 11914 | 12871 | 24785 | 11914 | 12871 |
Profit Streak | 0 | 0 | 8.3012 | 0 | 0 | 8.3012 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389759 | -81388 | -78787 | 313199 | -81555 | -79772 |
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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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