Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277890.1738 | 200673.3373 | 77216.8365 | 472614.6381 | 264536.484 | 208078.1542 |
Total P&L (%) | 277.8902 | 200.6733 | 77.2168 | 472.6146 | 264.5365 | 208.0782 |
Avg Daily Profit (%) | 0.5336 | 0.3853 | 0.1483 | 0.3356 | 0.2487 | 0.2163 |
Buy And Hold Return (%) | 26.3044 | 26.3044 | 26.3044 | 26.3044 | 26.3044 | 26.3044 |
Max Trade Drawdown | -42262 | -35988 | -29710 | -292865 | -229001 | -179365 |
Profit Factor | 1.5836 | 1.7973 | 1.344 | 1.2326 | 1.2502 | 1.2135 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 103 | 45 | 58 | 103 | 45 | 58 |
Losing Trades | 152 | 82 | 70 | 152 | 82 | 70 |
Profitability (%) | 40.3922 | 35.4331 | 45.3125 | 40.3922 | 35.4331 | 45.3125 |
Ratio Avg Win / Avg Loss | 2.3369 | 3.2751 | 1.622 | 1.819 | 2.2782 | 1.4645 |
Largest Winning Trade | 138129 | 138129 | 25180 | 220321 | 220321 | 117489 |
Largest Losing Trade | -12378 | -12378 | -12009 | -86853 | -50377 | -86853 |
Avg Bars in Trades | 97 | 96 | 98 | 97 | 96 | 98 |
Avg Bars in Winners | 142 | 149 | 136 | 142 | 149 | 136 |
Avg Bars in Losers | 66 | 66 | 65 | 66 | 66 | 65 |
Bars Traded | 24764 | 12210 | 12554 | 24764 | 12210 | 12554 |
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 | 375438 | 221866 | 20113 | 237315 | 89167 | 169521 |
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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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