Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101554.6344 | 80679.5159 | 20875.1184 | 83272.479 | 87309.6132 | -4037.1342 |
Total P&L (%) | 101.5546 | 80.6795 | 20.8751 | 83.2725 | 87.3096 | -4.0371 |
Avg Daily Profit (%) | 0.39 | 0.3098 | 0.0802 | 0.2329 | 0.2413 | -0.0158 |
Buy And Hold Return (%) | 19.0924 | 19.0924 | 19.0924 | 19.0924 | 19.0924 | 19.0924 |
Max Trade Drawdown | -69770 | -27709 | -88332 | -182513 | -80702 | -189762 |
Profit Factor | 1.2459 | 1.4103 | 1.0965 | 1.0976 | 1.2084 | 0.9907 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 187 | 98 | 89 | 187 | 98 | 89 |
Losing Trades | 77 | 34 | 43 | 77 | 34 | 43 |
Profitability (%) | 70.8333 | 74.2424 | 67.4242 | 70.8333 | 74.2424 | 67.4242 |
Ratio Avg Win / Avg Loss | 0.513 | 0.4893 | 0.5298 | 0.452 | 0.4193 | 0.4787 |
Largest Winning Trade | 11480 | 11480 | 10091 | 19852 | 19852 | 17386 |
Largest Losing Trade | -40127 | -18688 | -40127 | -73527 | -44937 | -73527 |
Avg Bars in Trades | 93 | 92 | 95 | 93 | 92 | 95 |
Avg Bars in Winners | 51 | 50 | 51 | 51 | 50 | 51 |
Avg Bars in Losers | 196 | 212 | 184 | 196 | 212 | 184 |
Bars Traded | 24751 | 12207 | 12544 | 24751 | 12207 | 12544 |
Profit Streak | 0 | 3.9995 | 0 | 0 | 3.9995 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320299 | 260262 | -338012 | -106139 | 205884 | -580118 |
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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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