Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53956.1057 | 40090.1048 | 13866.0009 | 53505.2892 | 38614.3566 | 14890.9326 |
Total P&L (%) | 53.9561 | 40.0901 | 13.866 | 53.5053 | 38.6144 | 14.8909 |
Avg Daily Profit (%) | 1.036 | 0.7698 | 0.2662 | 0.8263 | 0.6289 | 0.2669 |
Buy And Hold Return (%) | 21.8578 | 21.8578 | 21.8578 | 21.8578 | 21.8578 | 21.8578 |
Max Trade Drawdown | -32594 | -19720 | -33121 | -33327 | -24289 | -33863 |
Profit Factor | 1.5027 | 1.911 | 1.219 | 1.4274 | 1.7057 | 1.2113 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 66.1871 | 64.2857 | 68.1159 | 66.1871 | 64.2857 | 68.1159 |
Ratio Avg Win / Avg Loss | 0.7677 | 1.0617 | 0.5706 | 0.7292 | 0.9476 | 0.567 |
Largest Winning Trade | 7592 | 7592 | 6150 | 8953 | 8953 | 5127 |
Largest Losing Trade | -32594 | -10437 | -32594 | -33327 | -13294 | -33327 |
Avg Bars in Trades | 176 | 177 | 175 | 176 | 177 | 175 |
Avg Bars in Winners | 136 | 130 | 143 | 136 | 130 | 143 |
Avg Bars in Losers | 252 | 262 | 242 | 252 | 262 | 242 |
Bars Traded | 24488 | 12411 | 12077 | 24488 | 12411 | 12077 |
Profit Streak | 0 | 0 | 5.7257 | 0 | 0 | 5.7257 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333152 | -87371 | -259884 | 305087 | -91088 | -259925 |
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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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