Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239652.9474 | 170086.0313 | 69566.9162 | 352822.6402 | 211175.2654 | 141647.3747 |
Total P&L (%) | 239.6529 | 170.086 | 69.5669 | 352.8226 | 211.1753 | 141.6474 |
Avg Daily Profit (%) | 0.4601 | 0.3266 | 0.1336 | 0.2904 | 0.2182 | 0.1695 |
Buy And Hold Return (%) | 21.1916 | 21.1916 | 21.1916 | 21.1916 | 21.1916 | 21.1916 |
Max Trade Drawdown | -68508 | -60614 | -38175 | -350085 | -306613 | -180314 |
Profit Factor | 1.425 | 1.5515 | 1.2723 | 1.1936 | 1.2166 | 1.1671 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 123 | 60 | 63 | 123 | 60 | 63 |
Losing Trades | 171 | 87 | 84 | 171 | 87 | 84 |
Profitability (%) | 41.8367 | 40.8163 | 42.8571 | 41.8367 | 40.8163 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.9811 | 2.2497 | 1.6964 | 1.6593 | 1.764 | 1.5561 |
Largest Winning Trade | 95820 | 95820 | 23942 | 187268 | 187268 | 124729 |
Largest Losing Trade | -17993 | -16999 | -17993 | -97889 | -75841 | -97889 |
Avg Bars in Trades | 83 | 85 | 82 | 83 | 85 | 82 |
Avg Bars in Winners | 118 | 120 | 116 | 118 | 120 | 116 |
Avg Bars in Losers | 58 | 61 | 56 | 58 | 61 | 56 |
Bars Traded | 24630 | 12534 | 12096 | 24630 | 12534 | 12096 |
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 | 345513 | 256676 | -20060 | -308 | 149638 | -31982 |
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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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