Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73105.5888 | 52235.7033 | 20869.8855 | 81261.0639 | 55003.5975 | 26257.4664 |
Total P&L (%) | 73.1056 | 52.2357 | 20.8699 | 81.2611 | 55.0036 | 26.2575 |
Avg Daily Profit (%) | 0.8421 | 0.6017 | 0.2404 | 0.6875 | 0.5061 | 0.2689 |
Buy And Hold Return (%) | 23.7087 | 23.7087 | 23.7087 | 23.7087 | 23.7087 | 23.7087 |
Max Trade Drawdown | -51090 | -17052 | -41222 | -70828 | -28767 | -54920 |
Profit Factor | 1.4327 | 1.7347 | 1.2133 | 1.3185 | 1.4781 | 1.1875 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 120 | 62 | 58 | 120 | 62 | 58 |
Losing Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Profitability (%) | 66.6667 | 68.8889 | 64.4444 | 66.6667 | 68.8889 | 64.4444 |
Ratio Avg Win / Avg Loss | 0.7164 | 0.7834 | 0.6694 | 0.6593 | 0.6675 | 0.6551 |
Largest Winning Trade | 8036 | 6445 | 8036 | 10065 | 10065 | 8209 |
Largest Losing Trade | -32243 | -9583 | -32243 | -42219 | -16440 | -42219 |
Avg Bars in Trades | 136 | 132 | 139 | 136 | 132 | 139 |
Avg Bars in Winners | 86 | 79 | 93 | 86 | 79 | 93 |
Avg Bars in Losers | 236 | 250 | 224 | 236 | 250 | 224 |
Bars Traded | 24531 | 11944 | 12587 | 24531 | 11944 | 12587 |
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 | 364820 | 233893 | -160034 | 314766 | 196333 | -140225 |
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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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