Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108119.32 | 77755.1482 | 30364.1718 | 121219.0408 | 112118.4779 | 9100.5629 |
Total P&L (%) | 108.1193 | 77.7551 | 30.3642 | 121.219 | 112.1185 | 9.1006 |
Avg Daily Profit (%) | 0.4152 | 0.2986 | 0.1166 | 0.3054 | 0.2892 | 0.0335 |
Buy And Hold Return (%) | 23.8362 | 23.8362 | 23.8362 | 23.8362 | 23.8362 | 23.8362 |
Max Trade Drawdown | -49773 | -34064 | -35248 | -129898 | -44510 | -105766 |
Profit Factor | 1.4852 | 1.9502 | 1.2153 | 1.3242 | 1.9019 | 1.0365 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 71.9008 | 71.6667 | 72.1311 | 71.9008 | 71.6667 | 72.1311 |
Ratio Avg Win / Avg Loss | 0.5804 | 0.771 | 0.4696 | 0.5175 | 0.7519 | 0.4005 |
Largest Winning Trade | 12612 | 11177 | 12612 | 20640 | 20492 | 20640 |
Largest Losing Trade | -31954 | -21116 | -31954 | -101505 | -34767 | -101505 |
Avg Bars in Trades | 199 | 196 | 201 | 199 | 196 | 201 |
Avg Bars in Winners | 103 | 103 | 103 | 103 | 103 | 103 |
Avg Bars in Losers | 443 | 431 | 456 | 443 | 431 | 456 |
Bars Traded | 24094 | 11780 | 12314 | 24094 | 11780 | 12314 |
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 | 334998 | -161255 | -280224 | 282691 | -160147 | -656275 |
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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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