Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70526.9812 | 48028.1641 | 22498.8172 | 80563.2643 | 44153.8161 | 36409.4482 |
Total P&L (%) | 70.527 | 48.0282 | 22.4988 | 80.5633 | 44.1538 | 36.4094 |
Avg Daily Profit (%) | 0.8124 | 0.5533 | 0.2592 | 0.683 | 0.4222 | 0.3583 |
Buy And Hold Return (%) | 14.3028 | 14.3028 | 14.3028 | 14.3028 | 14.3028 | 14.3028 |
Max Trade Drawdown | -39995 | -33107 | -15788 | -82422 | -69933 | -32186 |
Profit Factor | 1.522 | 1.6178 | 1.3922 | 1.2886 | 1.2744 | 1.3079 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 57.0248 | 57.377 | 56.6667 | 57.0248 | 57.377 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.147 | 1.2018 | 1.0646 | 0.9711 | 0.9467 | 1.0001 |
Largest Winning Trade | 27825 | 27825 | 7447 | 32851 | 32851 | 16031 |
Largest Losing Trade | -14232 | -14232 | -5538 | -31772 | -31772 | -12337 |
Avg Bars in Trades | 203 | 205 | 201 | 203 | 205 | 201 |
Avg Bars in Winners | 184 | 177 | 190 | 184 | 177 | 190 |
Avg Bars in Losers | 229 | 243 | 215 | 229 | 243 | 215 |
Bars Traded | 24641 | 12563 | 12078 | 24641 | 12563 | 12078 |
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 | 435275 | -152871 | -171224 | 304927 | -157923 | -164671 |
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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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