Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193459.4968 | 141730.0357 | 51729.4611 | 242839.6081 | 178633.2654 | 64206.3427 |
Total P&L (%) | 193.4595 | 141.73 | 51.7295 | 242.8396 | 178.6333 | 64.2063 |
Avg Daily Profit (%) | 0.3714 | 0.2721 | 0.0993 | 0.2368 | 0.1969 | 0.0953 |
Buy And Hold Return (%) | 23.6784 | 23.6784 | 23.6784 | 23.6784 | 23.6784 | 23.6784 |
Max Trade Drawdown | -47503 | -50582 | -32237 | -163807 | -157768 | -93365 |
Profit Factor | 1.3998 | 1.5556 | 1.2261 | 1.1996 | 1.2769 | 1.1124 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 107 | 51 | 56 | 107 | 51 | 56 |
Losing Trades | 137 | 71 | 66 | 137 | 71 | 66 |
Profitability (%) | 43.8525 | 41.8033 | 45.9016 | 43.8525 | 41.8033 | 45.9016 |
Ratio Avg Win / Avg Loss | 1.7922 | 2.1657 | 1.445 | 1.536 | 1.7776 | 1.311 |
Largest Winning Trade | 78580 | 78580 | 23124 | 129442 | 129442 | 69414 |
Largest Losing Trade | -11594 | -11441 | -11594 | -38157 | -31180 | -38157 |
Avg Bars in Trades | 101 | 101 | 101 | 101 | 101 | 101 |
Avg Bars in Winners | 135 | 132 | 137 | 135 | 132 | 137 |
Avg Bars in Losers | 74 | 78 | 70 | 74 | 78 | 70 |
Bars Traded | 24691 | 12323 | 12368 | 24691 | 12323 | 12368 |
Profit Streak | 0 | 5.6205 | 0 | 0 | 5.6205 | 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 | 331499 | 253294 | -68796 | 231876 | 193186 | -168435 |
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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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