Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155629.9193 | 122318.5917 | 33311.3276 | 117608.6555 | 141970.3212 | -24361.6657 |
Total P&L (%) | 155.6299 | 122.3186 | 33.3113 | 117.6087 | 141.9703 | -24.3617 |
Avg Daily Profit (%) | 0.2988 | 0.2349 | 0.064 | 0.1494 | 0.1698 | -0.0536 |
Buy And Hold Return (%) | 23.6839 | 23.6839 | 23.6839 | 23.6839 | 23.6839 | 23.6839 |
Max Trade Drawdown | -75650 | -53734 | -49861 | -250152 | -163302 | -180364 |
Profit Factor | 1.2275 | 1.3593 | 1.097 | 1.0731 | 1.1818 | 0.9706 |
Total Trades | 410 | 205 | 205 | 410 | 205 | 205 |
Winning Trades | 184 | 85 | 99 | 184 | 85 | 99 |
Losing Trades | 226 | 120 | 106 | 226 | 120 | 106 |
Profitability (%) | 44.878 | 41.4634 | 48.2927 | 44.878 | 41.4634 | 48.2927 |
Ratio Avg Win / Avg Loss | 1.5077 | 1.9191 | 1.1745 | 1.3181 | 1.6684 | 1.0392 |
Largest Winning Trade | 80960 | 80960 | 18086 | 130681 | 130681 | 49949 |
Largest Losing Trade | -14522 | -13309 | -14522 | -37836 | -37836 | -36533 |
Avg Bars in Trades | 60 | 60 | 59 | 60 | 60 | 59 |
Avg Bars in Winners | 72 | 72 | 72 | 72 | 72 | 72 |
Avg Bars in Losers | 50 | 51 | 48 | 50 | 51 | 48 |
Bars Traded | 24638 | 12372 | 12266 | 24638 | 12372 | 12266 |
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 | 306515 | 175750 | -261422 | -135495 | -16099 | -579826 |
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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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