Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143461.228 | 117425.6469 | 26035.5811 | 109736.2193 | 66622.4567 | 43113.7626 |
Total P&L (%) | 143.4612 | 117.4256 | 26.0356 | 109.7362 | 66.6225 | 43.1138 |
Avg Daily Profit (%) | 0.2754 | 0.2255 | 0.05 | 0.1423 | 0.0981 | 0.0689 |
Buy And Hold Return (%) | 16.4158 | 16.4158 | 16.4158 | 16.4158 | 16.4158 | 16.4158 |
Max Trade Drawdown | -48758 | -36626 | -44112 | -144484 | -116151 | -110315 |
Profit Factor | 1.3513 | 1.6143 | 1.1199 | 1.1292 | 1.1529 | 1.1042 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 112 | 57 | 55 | 112 | 57 | 55 |
Losing Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Profitability (%) | 51.6129 | 52.7778 | 50.4587 | 51.6129 | 52.7778 | 50.4587 |
Ratio Avg Win / Avg Loss | 1.2669 | 1.4444 | 1.0995 | 1.0586 | 1.0316 | 1.0841 |
Largest Winning Trade | 108019 | 108019 | 18007 | 115040 | 115040 | 42077 |
Largest Losing Trade | -18782 | -18782 | -12137 | -56907 | -56907 | -29227 |
Avg Bars in Trades | 114 | 105 | 122 | 114 | 105 | 122 |
Avg Bars in Winners | 134 | 117 | 153 | 134 | 117 | 153 |
Avg Bars in Losers | 91 | 92 | 90 | 91 | 92 | 90 |
Bars Traded | 24749 | 11413 | 13336 | 24749 | 11413 | 13336 |
Profit Streak | 0 | 10.0289 | 0 | 0 | 10.0289 | 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 | 339823 | 390628 | -225243 | -80895 | -115434 | -211123 |
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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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