Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141190.0284 | 113626.8439 | 27563.1846 | 117642.5116 | 62420.8778 | 55221.6337 |
Total P&L (%) | 141.19 | 113.6268 | 27.5632 | 117.6425 | 62.4209 | 55.2216 |
Avg Daily Profit (%) | 0.2711 | 0.2182 | 0.0529 | 0.1494 | 0.0932 | 0.0845 |
Buy And Hold Return (%) | 10.9432 | 10.9432 | 10.9432 | 10.9432 | 10.9432 | 10.9432 |
Max Trade Drawdown | -64924 | -39445 | -49802 | -238120 | -156169 | -155707 |
Profit Factor | 1.2196 | 1.34 | 1.0893 | 1.0742 | 1.0736 | 1.0749 |
Total Trades | 361 | 180 | 181 | 361 | 180 | 181 |
Winning Trades | 180 | 85 | 95 | 180 | 85 | 95 |
Losing Trades | 181 | 95 | 86 | 181 | 95 | 86 |
Profitability (%) | 49.8615 | 47.2222 | 52.4862 | 49.8615 | 47.2222 | 52.4862 |
Ratio Avg Win / Avg Loss | 1.2264 | 1.4976 | 0.9861 | 1.0802 | 1.1999 | 0.9731 |
Largest Winning Trade | 35550 | 35550 | 31618 | 96781 | 96781 | 88515 |
Largest Losing Trade | -15580 | -15580 | -15425 | -67260 | -55591 | -67260 |
Avg Bars in Trades | 68 | 67 | 70 | 68 | 67 | 70 |
Avg Bars in Winners | 70 | 68 | 72 | 70 | 68 | 72 |
Avg Bars in Losers | 66 | 66 | 67 | 66 | 66 | 67 |
Bars Traded | 24778 | 12108 | 12670 | 24778 | 12108 | 12670 |
Profit Streak | 0 | 2.7183 | 0 | 0 | 2.7183 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327092 | 212500 | -249620 | -131212 | -211258 | -221122 |
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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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