Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229685.5737 | 163005.6988 | 66679.8749 | 347694.3102 | 236667.4069 | 111026.9033 |
Total P&L (%) | 229.6856 | 163.0057 | 66.6799 | 347.6943 | 236.6674 | 111.0269 |
Avg Daily Profit (%) | 0.441 | 0.313 | 0.128 | 0.2882 | 0.2333 | 0.1435 |
Buy And Hold Return (%) | 22.9189 | 22.9189 | 22.9189 | 22.9189 | 22.9189 | 22.9189 |
Max Trade Drawdown | -47397 | -57536 | -24216 | -206078 | -233561 | -106617 |
Profit Factor | 1.4513 | 1.5492 | 1.3143 | 1.2217 | 1.2577 | 1.1708 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 99 | 42 | 57 | 99 | 42 | 57 |
Losing Trades | 142 | 78 | 64 | 142 | 78 | 64 |
Profitability (%) | 41.0788 | 35 | 47.1074 | 41.0788 | 35 | 47.1074 |
Ratio Avg Win / Avg Loss | 2.0816 | 2.877 | 1.4757 | 1.7524 | 2.3357 | 1.3146 |
Largest Winning Trade | 89699 | 89699 | 22235 | 183286 | 183286 | 59320 |
Largest Losing Trade | -11007 | -11007 | -9192 | -52063 | -52063 | -47982 |
Avg Bars in Trades | 102 | 128 | 76 | 102 | 128 | 76 |
Avg Bars in Winners | 146 | 203 | 104 | 146 | 203 | 104 |
Avg Bars in Losers | 71 | 88 | 51 | 71 | 88 | 51 |
Bars Traded | 24688 | 15439 | 9248 | 24688 | 15439 | 9248 |
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 | 324830 | 168004 | -27052 | 227321 | 79382 | -37476 |
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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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