Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172328.4535 | 130321.8656 | 42006.5879 | 163022.2679 | 121489.1812 | 41533.0866 |
Total P&L (%) | 172.3285 | 130.3219 | 42.0066 | 163.0223 | 121.4892 | 41.5331 |
Avg Daily Profit (%) | 0.3309 | 0.2502 | 0.0807 | 0.1859 | 0.1528 | 0.0667 |
Buy And Hold Return (%) | 22.4128 | 22.4128 | 22.4128 | 22.4128 | 22.4128 | 22.4128 |
Max Trade Drawdown | -80860 | -67933 | -55233 | -125712 | -116067 | -91431 |
Profit Factor | 1.2354 | 1.3582 | 1.1141 | 1.145 | 1.2157 | 1.0741 |
Total Trades | 538 | 269 | 269 | 538 | 269 | 269 |
Winning Trades | 235 | 109 | 126 | 235 | 109 | 126 |
Losing Trades | 303 | 160 | 143 | 303 | 160 | 143 |
Profitability (%) | 43.6803 | 40.5204 | 46.8401 | 43.6803 | 40.5204 | 46.8401 |
Ratio Avg Win / Avg Loss | 1.5929 | 1.9936 | 1.2644 | 1.4764 | 1.7845 | 1.219 |
Largest Winning Trade | 69010 | 69010 | 19198 | 63342 | 63342 | 38234 |
Largest Losing Trade | -13445 | -12081 | -13445 | -37697 | -18812 | -37697 |
Avg Bars in Trades | 45 | 45 | 45 | 45 | 45 | 45 |
Avg Bars in Winners | 59 | 59 | 60 | 59 | 59 | 60 |
Avg Bars in Losers | 35 | 36 | 33 | 35 | 36 | 33 |
Bars Traded | 24679 | 12308 | 12371 | 24679 | 12308 | 12371 |
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 | 335681 | 194645 | -188983 | -53690 | 123864 | -251706 |
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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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