Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136632.8637 | 96001.3319 | 40631.5318 | 161642.7088 | 146979.8979 | 14662.8109 |
Total P&L (%) | 136.6329 | 96.0013 | 40.6315 | 161.6427 | 146.9799 | 14.6628 |
Avg Daily Profit (%) | 0.5247 | 0.3686 | 0.156 | 0.37 | 0.3478 | 0.0526 |
Buy And Hold Return (%) | 19.7597 | 19.7597 | 19.7597 | 19.7597 | 19.7597 | 19.7597 |
Max Trade Drawdown | -50791 | -27496 | -61033 | -141082 | -68074 | -153784 |
Profit Factor | 1.3117 | 1.481 | 1.1702 | 1.1639 | 1.3318 | 1.027 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 224 | 114 | 110 | 224 | 114 | 110 |
Losing Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Profitability (%) | 71.3376 | 72.6115 | 70.0637 | 71.3376 | 72.6115 | 70.0637 |
Ratio Avg Win / Avg Loss | 0.527 | 0.5586 | 0.5 | 0.4677 | 0.5024 | 0.4388 |
Largest Winning Trade | 10832 | 10832 | 9614 | 19868 | 19868 | 15739 |
Largest Losing Trade | -39057 | -17678 | -39057 | -105944 | -37005 | -105944 |
Avg Bars in Trades | 78 | 76 | 80 | 78 | 76 | 80 |
Avg Bars in Winners | 42 | 43 | 41 | 42 | 43 | 41 |
Avg Bars in Losers | 169 | 166 | 172 | 169 | 166 | 172 |
Bars Traded | 24774 | 12085 | 12688 | 24774 | 12085 | 12688 |
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 | 426259 | 321447 | -32743 | -29777 | 334749 | -479533 |
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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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