Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215916.5687 | 162467.9868 | 53448.5819 | 380344.9105 | 273436.5876 | 106908.3229 |
Total P&L (%) | 215.9166 | 162.468 | 53.4486 | 380.3449 | 273.4366 | 106.9083 |
Avg Daily Profit (%) | 0.4146 | 0.3119 | 0.1026 | 0.3018 | 0.2533 | 0.1397 |
Buy And Hold Return (%) | 55.6106 | 55.6106 | 55.6106 | 55.6106 | 55.6106 | 55.6106 |
Max Trade Drawdown | -33719 | -31088 | -42564 | -193551 | -138688 | -228999 |
Profit Factor | 1.5029 | 1.8042 | 1.2352 | 1.2605 | 1.3964 | 1.1388 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 127 | 69 | 58 | 127 | 69 | 58 |
Losing Trades | 123 | 56 | 67 | 123 | 56 | 67 |
Profitability (%) | 50.8 | 55.2 | 46.4 | 50.8 | 55.2 | 46.4 |
Ratio Avg Win / Avg Loss | 1.4556 | 1.4643 | 1.4268 | 1.2208 | 1.1333 | 1.3155 |
Largest Winning Trade | 48175 | 48175 | 33721 | 134974 | 89956 | 134974 |
Largest Losing Trade | -15467 | -12806 | -15467 | -70370 | -68943 | -70370 |
Avg Bars in Trades | 98 | 90 | 107 | 98 | 90 | 107 |
Avg Bars in Winners | 92 | 81 | 105 | 92 | 81 | 105 |
Avg Bars in Losers | 105 | 100 | 109 | 105 | 100 | 109 |
Bars Traded | 24726 | 11268 | 13458 | 24726 | 11268 | 13458 |
Profit Streak | 0 | 0 | 5.2472 | 0 | 0 | 5.2472 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334632 | 273282 | -223546 | 326480 | 260103 | -83309 |
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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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