Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110927.822 | 85984.7861 | 24943.0359 | 121367.3935 | 76248.879 | 45118.5145 |
Total P&L (%) | 110.9278 | 85.9848 | 24.943 | 121.3674 | 76.2489 | 45.1185 |
Avg Daily Profit (%) | 2.13 | 1.651 | 0.4789 | 1.5375 | 1.0941 | 0.7176 |
Buy And Hold Return (%) | 30.8002 | 30.8002 | 30.8002 | 30.8002 | 30.8002 | 30.8002 |
Max Trade Drawdown | -48293 | -32014 | -20870 | -127558 | -83011 | -50856 |
Profit Factor | 1.6642 | 2.1142 | 1.2776 | 1.3406 | 1.4496 | 1.2416 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 43.0657 | 36.7647 | 49.2754 | 43.0657 | 36.7647 | 49.2754 |
Ratio Avg Win / Avg Loss | 2.2001 | 3.6364 | 1.3152 | 1.7723 | 2.4934 | 1.2781 |
Largest Winning Trade | 57958 | 57958 | 24249 | 68377 | 68377 | 45189 |
Largest Losing Trade | -17885 | -12453 | -17885 | -39509 | -22590 | -39509 |
Avg Bars in Trades | 180 | 152 | 206 | 180 | 152 | 206 |
Avg Bars in Winners | 256 | 218 | 284 | 256 | 218 | 284 |
Avg Bars in Losers | 122 | 114 | 131 | 122 | 114 | 131 |
Bars Traded | 24676 | 10398 | 14278 | 24676 | 10398 | 14278 |
Profit Streak | 0 | 2.3295 | 0 | 0 | 2.3295 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363195 | -103379 | -260122 | 294000 | -106196 | -113674 |
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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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