Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263018.3863 | 200165.0246 | 62853.3617 | 531623.7798 | 354664.4542 | 176959.3255 |
Total P&L (%) | 263.0184 | 200.165 | 62.8534 | 531.6238 | 354.6645 | 176.9593 |
Avg Daily Profit (%) | 0.505 | 0.3843 | 0.1207 | 0.3545 | 0.2912 | 0.1958 |
Buy And Hold Return (%) | 86.7762 | 86.7762 | 86.7762 | 86.7762 | 86.7762 | 86.7762 |
Max Trade Drawdown | -84829 | -51828 | -70643 | -118262 | -106354 | -120482 |
Profit Factor | 1.5276 | 1.8084 | 1.2506 | 1.4893 | 1.6192 | 1.3445 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Losing Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Profitability (%) | 42.9185 | 43.1034 | 42.735 | 42.9185 | 43.1034 | 42.735 |
Ratio Avg Win / Avg Loss | 2.0318 | 2.387 | 1.6758 | 1.9808 | 2.1373 | 1.8016 |
Largest Winning Trade | 73059 | 73059 | 19325 | 130309 | 130309 | 59585 |
Largest Losing Trade | -23016 | -23016 | -19734 | -61351 | -55880 | -61351 |
Avg Bars in Trades | 105 | 108 | 102 | 105 | 108 | 102 |
Avg Bars in Winners | 140 | 135 | 145 | 140 | 135 | 145 |
Avg Bars in Losers | 79 | 88 | 69 | 79 | 88 | 69 |
Bars Traded | 24601 | 12633 | 11968 | 24601 | 12633 | 11968 |
Profit Streak | 0 | 8.9531 | 0 | 0 | 8.9531 | 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 | 274573 | 178353 | -200423 | 324872 | 233739 | -1212 |
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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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