Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168304.4097 | 147538.7394 | 20765.6703 | 117843.3425 | 98531.6255 | 19311.717 |
Total P&L (%) | 168.3044 | 147.5387 | 20.7657 | 117.8433 | 98.5316 | 19.3117 |
Avg Daily Profit (%) | 0.3231 | 0.2833 | 0.0399 | 0.1496 | 0.1318 | 0.0339 |
Buy And Hold Return (%) | 40.7789 | 40.7789 | 40.7789 | 40.7789 | 40.7789 | 40.7789 |
Max Trade Drawdown | -54459 | -48969 | -54764 | -75697 | -59693 | -52923 |
Profit Factor | 1.5002 | 1.8189 | 1.1329 | 1.2794 | 1.4426 | 1.097 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 49.2958 | 45.0704 | 53.5211 | 49.2958 | 45.0704 | 53.5211 |
Ratio Avg Win / Avg Loss | 1.5431 | 2.2168 | 0.9838 | 1.316 | 1.7582 | 0.9526 |
Largest Winning Trade | 133364 | 133364 | 29498 | 87486 | 87486 | 27198 |
Largest Losing Trade | -17716 | -14831 | -17716 | -39652 | -28298 | -39652 |
Avg Bars in Trades | 169 | 176 | 162 | 169 | 176 | 162 |
Avg Bars in Winners | 225 | 245 | 208 | 225 | 245 | 208 |
Avg Bars in Losers | 114 | 118 | 109 | 114 | 118 | 109 |
Bars Traded | 24032 | 12507 | 11525 | 24032 | 12507 | 11525 |
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 | 306587 | -80222 | -468255 | 106170 | -108621 | -515702 |
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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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