Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131554.197 | 94300.8856 | 37253.3114 | 169223.8576 | 156015.0923 | 13208.7654 |
Total P&L (%) | 131.5542 | 94.3009 | 37.2533 | 169.2239 | 156.0151 | 13.2088 |
Avg Daily Profit (%) | 0.5052 | 0.3621 | 0.1431 | 0.381 | 0.3616 | 0.0477 |
Buy And Hold Return (%) | 17.8692 | 17.8692 | 17.8692 | 17.8692 | 17.8692 | 17.8692 |
Max Trade Drawdown | -32785 | -28747 | -32742 | -110188 | -40633 | -110188 |
Profit Factor | 1.5114 | 1.8237 | 1.261 | 1.3509 | 1.8578 | 1.044 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 69.9248 | 71.2121 | 68.6567 | 69.9248 | 71.2121 | 68.6567 |
Ratio Avg Win / Avg Loss | 0.6501 | 0.7373 | 0.5757 | 0.581 | 0.751 | 0.4766 |
Largest Winning Trade | 13479 | 13479 | 8930 | 25045 | 18954 | 25045 |
Largest Losing Trade | -32742 | -18742 | -32742 | -110188 | -40633 | -110188 |
Avg Bars in Trades | 180 | 171 | 189 | 180 | 171 | 189 |
Avg Bars in Winners | 118 | 110 | 126 | 118 | 110 | 126 |
Avg Bars in Losers | 325 | 323 | 326 | 325 | 323 | 326 |
Bars Traded | 23998 | 11322 | 12676 | 23998 | 11322 | 12676 |
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 | 413219 | -114285 | -125874 | 339703 | -113075 | -584531 |
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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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