Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102840.7895 | 76072.6661 | 26768.1234 | 133192.1557 | 102547.9529 | 30644.2029 |
Total P&L (%) | 102.8408 | 76.0727 | 26.7681 | 133.1922 | 102.548 | 30.6442 |
Avg Daily Profit (%) | 1.1847 | 0.8763 | 0.3084 | 0.9801 | 0.8164 | 0.3084 |
Buy And Hold Return (%) | 28.1428 | 28.1428 | 28.1428 | 28.1428 | 28.1428 | 28.1428 |
Max Trade Drawdown | -46082 | -28811 | -21636 | -46495 | -29621 | -21591 |
Profit Factor | 1.7767 | 2.2247 | 1.3808 | 1.8463 | 2.5077 | 1.3429 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Profitability (%) | 38.9706 | 39.7059 | 38.2353 | 38.9706 | 39.7059 | 38.2353 |
Ratio Avg Win / Avg Loss | 2.7823 | 3.3783 | 2.2305 | 2.8913 | 3.8079 | 2.1693 |
Largest Winning Trade | 40237 | 40237 | 35259 | 54952 | 42555 | 54952 |
Largest Losing Trade | -6425 | -4732 | -6425 | -16013 | -7741 | -16013 |
Avg Bars in Trades | 180 | 183 | 177 | 180 | 183 | 177 |
Avg Bars in Winners | 317 | 328 | 306 | 317 | 328 | 306 |
Avg Bars in Losers | 93 | 88 | 98 | 93 | 88 | 98 |
Bars Traded | 24608 | 12509 | 12099 | 24608 | 12509 | 12099 |
Profit Streak | 0 | 4.9043 | 0 | 0 | 4.9043 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 289699 | -100828 | -271522 | 322654 | -99776 | -244100 |
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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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