Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119958.2952 | 97693.5927 | 22264.7025 | 111616.5265 | 125603.1161 | -13986.5896 |
Total P&L (%) | 119.9583 | 97.6936 | 22.2647 | 111.6165 | 125.6031 | -13.9866 |
Avg Daily Profit (%) | 0.4606 | 0.3751 | 0.0855 | 0.2883 | 0.3129 | -0.0578 |
Buy And Hold Return (%) | 19.7872 | 19.7872 | 19.7872 | 19.7872 | 19.7872 | 19.7872 |
Max Trade Drawdown | -49804 | -28504 | -36358 | -155895 | -65772 | -111849 |
Profit Factor | 1.3286 | 1.4864 | 1.1356 | 1.1305 | 1.2729 | 0.9646 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 100 | 44 | 56 | 100 | 44 | 56 |
Losing Trades | 123 | 67 | 56 | 123 | 67 | 56 |
Profitability (%) | 44.843 | 39.6396 | 50 | 44.843 | 39.6396 | 50 |
Ratio Avg Win / Avg Loss | 1.6342 | 2.2634 | 1.1356 | 1.3906 | 1.9383 | 0.9646 |
Largest Winning Trade | 60730 | 60730 | 27369 | 84886 | 84886 | 51060 |
Largest Losing Trade | -17811 | -9525 | -17811 | -25629 | -21888 | -25629 |
Avg Bars in Trades | 109 | 119 | 98 | 109 | 119 | 98 |
Avg Bars in Winners | 148 | 174 | 129 | 148 | 174 | 129 |
Avg Bars in Losers | 76 | 83 | 68 | 76 | 83 | 68 |
Bars Traded | 24341 | 13262 | 11079 | 24341 | 13262 | 11079 |
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 | 300939 | 157665 | -278692 | -71707 | 125898 | -582429 |
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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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