Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104233.9341 | 77987.5317 | 26246.4025 | 90342.7797 | 125847.7466 | -35504.9669 |
Total P&L (%) | 104.2339 | 77.9875 | 26.2464 | 90.3428 | 125.8477 | -35.505 |
Avg Daily Profit (%) | 0.4003 | 0.2995 | 0.1008 | 0.2475 | 0.3133 | -0.1683 |
Buy And Hold Return (%) | 22.7124 | 22.7124 | 22.7124 | 22.7124 | 22.7124 | 22.7124 |
Max Trade Drawdown | -47679 | -22990 | -78003 | -176505 | -78984 | -257003 |
Profit Factor | 1.2861 | 1.4736 | 1.1314 | 1.0917 | 1.2917 | 0.9359 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 193 | 98 | 95 | 193 | 98 | 95 |
Losing Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Profitability (%) | 73.6641 | 74.8092 | 72.5191 | 73.6641 | 74.8092 | 72.5191 |
Ratio Avg Win / Avg Loss | 0.4598 | 0.4962 | 0.4287 | 0.3903 | 0.435 | 0.3547 |
Largest Winning Trade | 10878 | 10555 | 10878 | 19923 | 19923 | 19306 |
Largest Losing Trade | -36011 | -17739 | -36011 | -117530 | -49149 | -117530 |
Avg Bars in Trades | 93 | 92 | 93 | 93 | 92 | 93 |
Avg Bars in Winners | 43 | 44 | 41 | 43 | 44 | 41 |
Avg Bars in Losers | 233 | 235 | 232 | 233 | 235 | 232 |
Bars Traded | 24470 | 12160 | 12310 | 24470 | 12160 | 12310 |
Profit Streak | 0 | 0 | 8.9865 | 0 | 0 | 8.9865 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324321 | 256145 | -250993 | -112542 | 283509 | -578345 |
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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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