Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209743.7831 | 150292.3825 | 59451.4007 | 272429.2951 | 214186.0561 | 58243.2391 |
Total P&L (%) | 209.7438 | 150.2924 | 59.4514 | 272.4293 | 214.1861 | 58.2432 |
Avg Daily Profit (%) | 0.4027 | 0.2886 | 0.1141 | 0.2528 | 0.22 | 0.0882 |
Buy And Hold Return (%) | 22.7577 | 22.7577 | 22.7577 | 22.7577 | 22.7577 | 22.7577 |
Max Trade Drawdown | -63603 | -55643 | -54674 | -133434 | -111052 | -115397 |
Profit Factor | 1.3071 | 1.4596 | 1.167 | 1.2151 | 1.3731 | 1.0841 |
Total Trades | 382 | 191 | 191 | 382 | 191 | 191 |
Winning Trades | 163 | 86 | 77 | 163 | 86 | 77 |
Losing Trades | 219 | 105 | 114 | 219 | 105 | 114 |
Profitability (%) | 42.6702 | 45.0262 | 40.3141 | 42.6702 | 45.0262 | 40.3141 |
Ratio Avg Win / Avg Loss | 1.7562 | 1.782 | 1.7278 | 1.6325 | 1.6764 | 1.605 |
Largest Winning Trade | 81870 | 81870 | 21592 | 105656 | 105656 | 45749 |
Largest Losing Trade | -17886 | -10171 | -17886 | -59496 | -21786 | -59496 |
Avg Bars in Trades | 64 | 66 | 62 | 64 | 66 | 62 |
Avg Bars in Winners | 92 | 89 | 94 | 92 | 89 | 94 |
Avg Bars in Losers | 44 | 47 | 41 | 44 | 47 | 41 |
Bars Traded | 24691 | 12675 | 12017 | 24691 | 12675 | 12017 |
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 | 330112 | 296119 | -83619 | 263725 | 265512 | -209570 |
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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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