Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258818.1549 | 180381.4868 | 78436.6681 | 459888.6756 | 269169.0089 | 190719.6668 |
Total P&L (%) | 258.8182 | 180.3815 | 78.4367 | 459.8887 | 269.169 | 190.7197 |
Avg Daily Profit (%) | 0.4969 | 0.3463 | 0.1506 | 0.3313 | 0.2511 | 0.2051 |
Buy And Hold Return (%) | 26.9761 | 26.9761 | 26.9761 | 26.9761 | 26.9761 | 26.9761 |
Max Trade Drawdown | -60890 | -48584 | -27477 | -329371 | -211172 | -186459 |
Profit Factor | 1.4747 | 1.6462 | 1.2948 | 1.2228 | 1.2555 | 1.1887 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 121 | 59 | 62 | 121 | 59 | 62 |
Losing Trades | 183 | 93 | 90 | 183 | 93 | 90 |
Profitability (%) | 39.8026 | 38.8158 | 40.7895 | 39.8026 | 38.8158 | 40.7895 |
Ratio Avg Win / Avg Loss | 2.2304 | 2.5948 | 1.8796 | 1.8493 | 1.979 | 1.7255 |
Largest Winning Trade | 96324 | 96324 | 24399 | 224688 | 224688 | 82174 |
Largest Losing Trade | -10322 | -10322 | -9779 | -71079 | -59524 | -71079 |
Avg Bars in Trades | 81 | 79 | 82 | 81 | 79 | 82 |
Avg Bars in Winners | 119 | 116 | 122 | 119 | 116 | 122 |
Avg Bars in Losers | 55 | 56 | 55 | 55 | 56 | 55 |
Bars Traded | 24698 | 12121 | 12577 | 24698 | 12121 | 12577 |
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 | 341178 | 255713 | 45335 | 234777 | 154925 | -8127 |
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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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