Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250239.3266 | 172930.3081 | 77309.0185 | 565388.2445 | 370805.6438 | 194582.6007 |
Total P&L (%) | 250.2393 | 172.9303 | 77.309 | 565.3882 | 370.8056 | 194.5826 |
Avg Daily Profit (%) | 0.4805 | 0.332 | 0.1484 | 0.3645 | 0.2979 | 0.2077 |
Buy And Hold Return (%) | 30.9382 | 30.9382 | 30.9382 | 30.9382 | 30.9382 | 30.9382 |
Max Trade Drawdown | -48081 | -40308 | -34933 | -366919 | -198396 | -281812 |
Profit Factor | 1.4603 | 1.6218 | 1.2912 | 1.244 | 1.3069 | 1.1755 |
Total Trades | 327 | 163 | 164 | 327 | 163 | 164 |
Winning Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Losing Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Profitability (%) | 45.5657 | 45.3988 | 45.7317 | 45.5657 | 45.3988 | 45.7317 |
Ratio Avg Win / Avg Loss | 1.7445 | 1.9505 | 1.5322 | 1.4862 | 1.5718 | 1.395 |
Largest Winning Trade | 40885 | 40885 | 27963 | 105903 | 99101 | 105903 |
Largest Losing Trade | -13616 | -11431 | -13616 | -94487 | -58677 | -94487 |
Avg Bars in Trades | 75 | 77 | 72 | 75 | 77 | 72 |
Avg Bars in Winners | 89 | 92 | 86 | 89 | 92 | 86 |
Avg Bars in Losers | 63 | 66 | 61 | 63 | 66 | 61 |
Bars Traded | 24649 | 12700 | 11949 | 24649 | 12700 | 11949 |
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 | 417941 | 317510 | 27299 | 309692 | 274862 | -22155 |
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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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