Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58516.1595 | 46404.4557 | 12111.7038 | 50221.5495 | 46311.1662 | 3910.3833 |
Total P&L (%) | 58.5162 | 46.4045 | 12.1117 | 50.2215 | 46.3112 | 3.9104 |
Avg Daily Profit (%) | 0.6741 | 0.5346 | 0.1395 | 0.4699 | 0.4394 | 0.0442 |
Buy And Hold Return (%) | 19.1231 | 19.1231 | 19.1231 | 19.1231 | 19.1231 | 19.1231 |
Max Trade Drawdown | -56899 | -15218 | -46552 | -84778 | -23248 | -67672 |
Profit Factor | 1.3401 | 1.6591 | 1.1192 | 1.1956 | 1.4293 | 1.0263 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 70.5521 | 69.5122 | 71.6049 | 70.5521 | 69.5122 | 71.6049 |
Ratio Avg Win / Avg Loss | 0.5594 | 0.7277 | 0.4438 | 0.499 | 0.6269 | 0.407 |
Largest Winning Trade | 5910 | 5910 | 5096 | 7452 | 7406 | 7452 |
Largest Losing Trade | -39723 | -9176 | -39723 | -56874 | -14786 | -56874 |
Avg Bars in Trades | 151 | 148 | 154 | 151 | 148 | 154 |
Avg Bars in Winners | 97 | 97 | 97 | 97 | 97 | 97 |
Avg Bars in Losers | 281 | 265 | 298 | 281 | 265 | 298 |
Bars Traded | 24752 | 12212 | 12540 | 24752 | 12212 | 12540 |
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 | 318567 | 115296 | -274491 | 35955 | 43163 | -503786 |
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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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