Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81163.4758 | 57891.7457 | 23271.7301 | 106602.7932 | 71933.8927 | 34668.9006 |
Total P&L (%) | 81.1635 | 57.8917 | 23.2717 | 106.6028 | 71.9339 | 34.6689 |
Avg Daily Profit (%) | 0.935 | 0.6669 | 0.2681 | 0.8394 | 0.6262 | 0.3435 |
Buy And Hold Return (%) | 27.1869 | 27.1869 | 27.1869 | 27.1869 | 27.1869 | 27.1869 |
Max Trade Drawdown | -15575 | -16200 | -11989 | -20396 | -21160 | -18746 |
Profit Factor | 1.8527 | 2.175 | 1.5068 | 1.7213 | 1.975 | 1.4684 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Losing Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Profitability (%) | 51.9608 | 60.7843 | 43.1373 | 51.9608 | 60.7843 | 43.1373 |
Ratio Avg Win / Avg Loss | 1.7128 | 1.4032 | 1.9863 | 1.5914 | 1.2742 | 1.9356 |
Largest Winning Trade | 20947 | 20947 | 12046 | 23459 | 23459 | 22829 |
Largest Losing Trade | -9191 | -9191 | -6606 | -13164 | -11800 | -13164 |
Avg Bars in Trades | 237 | 268 | 207 | 237 | 268 | 207 |
Avg Bars in Winners | 302 | 332 | 259 | 302 | 332 | 259 |
Avg Bars in Losers | 168 | 170 | 167 | 168 | 170 | 167 |
Bars Traded | 24270 | 13706 | 10564 | 24270 | 13706 | 10564 |
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 | 426140 | -171991 | -339786 | 443971 | -170124 | -253757 |
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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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