Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230336.7062 | 161449.5951 | 68887.1112 | 379818.1465 | 261517.2179 | 118300.9286 |
Total P&L (%) | 230.3367 | 161.4496 | 68.8871 | 379.8181 | 261.5172 | 118.3009 |
Avg Daily Profit (%) | 0.4422 | 0.31 | 0.1323 | 0.3016 | 0.2471 | 0.15 |
Buy And Hold Return (%) | 17.9473 | 17.9473 | 17.9473 | 17.9473 | 17.9473 | 17.9473 |
Max Trade Drawdown | -62306 | -45126 | -39060 | -375763 | -221281 | -213150 |
Profit Factor | 1.4774 | 1.6329 | 1.303 | 1.2233 | 1.297 | 1.1442 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 105 | 47 | 58 | 105 | 47 | 58 |
Losing Trades | 154 | 82 | 72 | 154 | 82 | 72 |
Profitability (%) | 40.5405 | 36.4341 | 44.6154 | 40.5405 | 36.4341 | 44.6154 |
Ratio Avg Win / Avg Loss | 2.1669 | 2.8489 | 1.6175 | 1.7942 | 2.2628 | 1.4204 |
Largest Winning Trade | 81915 | 81915 | 21210 | 170913 | 170913 | 97110 |
Largest Losing Trade | -12842 | -10646 | -12842 | -58866 | -45688 | -58866 |
Avg Bars in Trades | 95 | 93 | 97 | 95 | 93 | 97 |
Avg Bars in Winners | 136 | 138 | 134 | 136 | 138 | 134 |
Avg Bars in Losers | 67 | 67 | 68 | 67 | 67 | 68 |
Bars Traded | 24766 | 12035 | 12731 | 24766 | 12035 | 12731 |
Profit Streak | 0 | 2.8726 | 0 | 0 | 2.8726 | 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 | 326818 | 155829 | -20479 | 227625 | 67514 | -57821 |
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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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