Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396743.4648 | 320773.5068 | 75969.9579 | 480675.8783 | 560610.4198 | -79934.5416 |
Total P&L (%) | 396.7435 | 320.7735 | 75.97 | 480.6759 | 560.6104 | -79.9345 |
Avg Daily Profit (%) | 0.3809 | 0.3079 | 0.0729 | 0.169 | 0.1814 | -0.1541 |
Buy And Hold Return (%) | 18.8326 | 18.8326 | 18.8326 | 18.8326 | 18.8326 | 18.8326 |
Max Trade Drawdown | -65805 | -55403 | -49402 | -517967 | -329385 | -418959 |
Profit Factor | 1.5677 | 1.933 | 1.214 | 1.2062 | 1.486 | 0.9321 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 148 | 75 | 73 | 148 | 75 | 73 |
Profitability (%) | 38.3333 | 37.5 | 39.1667 | 38.3333 | 37.5 | 39.1667 |
Ratio Avg Win / Avg Loss | 2.522 | 3.2217 | 1.8856 | 1.9404 | 2.4767 | 1.4478 |
Largest Winning Trade | 213628 | 213628 | 40786 | 484219 | 484219 | 190541 |
Largest Losing Trade | -19243 | -19243 | -17509 | -118404 | -109632 | -118404 |
Avg Bars in Trades | 103 | 88 | 117 | 103 | 88 | 117 |
Avg Bars in Winners | 171 | 151 | 190 | 171 | 151 | 190 |
Avg Bars in Losers | 60 | 51 | 70 | 60 | 51 | 70 |
Bars Traded | 24787 | 10660 | 14127 | 24787 | 10660 | 14127 |
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 | 313811 | 256254 | -101536 | 169082 | 184107 | -583559 |
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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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