Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193257.4128 | 146832.4277 | 46424.9851 | 227515.3523 | 131767.655 | 95747.6973 |
Total P&L (%) | 193.2574 | 146.8324 | 46.425 | 227.5154 | 131.7677 | 95.7477 |
Avg Daily Profit (%) | 0.3711 | 0.2819 | 0.0891 | 0.228 | 0.1615 | 0.129 |
Buy And Hold Return (%) | 22.8643 | 22.8643 | 22.8643 | 22.8643 | 22.8643 | 22.8643 |
Max Trade Drawdown | -71924 | -47618 | -52019 | -470843 | -309212 | -256725 |
Profit Factor | 1.4098 | 1.655 | 1.1876 | 1.1288 | 1.1483 | 1.109 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 116 | 56 | 60 | 116 | 56 | 60 |
Losing Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Profitability (%) | 51.1013 | 49.5575 | 52.6316 | 51.1013 | 49.5575 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.349 | 1.6846 | 1.0688 | 1.0801 | 1.1688 | 0.9981 |
Largest Winning Trade | 93623 | 93623 | 35323 | 182545 | 182545 | 97726 |
Largest Losing Trade | -19561 | -19561 | -13396 | -156168 | -156168 | -65537 |
Avg Bars in Trades | 109 | 108 | 109 | 109 | 108 | 109 |
Avg Bars in Winners | 116 | 112 | 119 | 116 | 112 | 119 |
Avg Bars in Losers | 101 | 104 | 98 | 101 | 104 | 98 |
Bars Traded | 24762 | 12267 | 12495 | 24762 | 12267 | 12495 |
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 | 381589 | 362728 | -95289 | -70276 | -51936 | -125588 |
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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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