Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105462.7993 | 80557.4904 | 24905.3088 | 151028.2739 | 108463.3895 | 42564.8844 |
Total P&L (%) | 105.4628 | 80.5575 | 24.9053 | 151.0283 | 108.4634 | 42.5649 |
Avg Daily Profit (%) | 1.2149 | 0.928 | 0.2869 | 1.0659 | 0.8498 | 0.4093 |
Buy And Hold Return (%) | 51.2985 | 51.2985 | 51.2985 | 51.2985 | 51.2985 | 51.2985 |
Max Trade Drawdown | -26636 | -25258 | -15995 | -80550 | -75609 | -47137 |
Profit Factor | 1.6818 | 1.9732 | 1.3464 | 1.4009 | 1.5373 | 1.2435 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 55.1282 | 53.8462 | 56.4103 | 55.1282 | 53.8462 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.3689 | 1.6914 | 1.0404 | 1.1403 | 1.3177 | 0.9609 |
Largest Winning Trade | 33698 | 33698 | 8946 | 66254 | 66254 | 21149 |
Largest Losing Trade | -9891 | -5370 | -9891 | -27711 | -17123 | -27711 |
Avg Bars in Trades | 157 | 156 | 159 | 157 | 156 | 159 |
Avg Bars in Winners | 170 | 169 | 170 | 170 | 169 | 170 |
Avg Bars in Losers | 142 | 141 | 143 | 142 | 141 | 143 |
Bars Traded | 24631 | 12230 | 12402 | 24631 | 12230 | 12402 |
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 | 295331 | -29050 | -192342 | 361999 | -27706 | -193591 |
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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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