Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189901.9762 | 149789.0548 | 40112.9214 | 218570.9557 | 172503.8692 | 46067.0865 |
Total P&L (%) | 189.902 | 149.7891 | 40.1129 | 218.571 | 172.5039 | 46.0671 |
Avg Daily Profit (%) | 0.3646 | 0.2876 | 0.077 | 0.2227 | 0.1927 | 0.0728 |
Buy And Hold Return (%) | 28.2264 | 28.2264 | 28.2264 | 28.2264 | 28.2264 | 28.2264 |
Max Trade Drawdown | -54828 | -54670 | -57045 | -139564 | -110387 | -84719 |
Profit Factor | 1.3887 | 1.6663 | 1.1521 | 1.2593 | 1.4486 | 1.1005 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 116 | 53 | 63 | 116 | 53 | 63 |
Losing Trades | 118 | 64 | 54 | 118 | 64 | 54 |
Profitability (%) | 49.5727 | 45.2991 | 53.8462 | 49.5727 | 45.2991 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.4127 | 2.0121 | 0.9875 | 1.281 | 1.7493 | 0.9433 |
Largest Winning Trade | 78624 | 78624 | 26891 | 92515 | 92515 | 47956 |
Largest Losing Trade | -19404 | -14199 | -19404 | -37161 | -29021 | -37161 |
Avg Bars in Trades | 104 | 102 | 106 | 104 | 102 | 106 |
Avg Bars in Winners | 122 | 133 | 114 | 122 | 133 | 114 |
Avg Bars in Losers | 86 | 77 | 96 | 86 | 77 | 96 |
Bars Traded | 24413 | 12005 | 12408 | 24413 | 12005 | 12408 |
Profit Streak | 0 | 20.7769 | 0 | 0 | 20.7769 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358640 | 332115 | -180060 | 293040 | 284309 | -217063 |
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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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