Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140175.8372 | 105379.3032 | 34796.534 | 143032.8507 | 74229.9669 | 68802.8838 |
Total P&L (%) | 140.1758 | 105.3793 | 34.7965 | 143.0329 | 74.23 | 68.8029 |
Avg Daily Profit (%) | 1.6147 | 1.2139 | 0.4008 | 1.0282 | 0.6416 | 0.6049 |
Buy And Hold Return (%) | 22.8374 | 22.8374 | 22.8374 | 22.8374 | 22.8374 | 22.8374 |
Max Trade Drawdown | -48856 | -31454 | -17887 | -128551 | -82855 | -46763 |
Profit Factor | 1.8292 | 2.1185 | 1.465 | 1.4066 | 1.361 | 1.4708 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
Losing Trades | 139 | 75 | 64 | 139 | 75 | 64 |
Profitability (%) | 33.8095 | 28.5714 | 39.0476 | 33.8095 | 28.5714 | 39.0476 |
Ratio Avg Win / Avg Loss | 3.5812 | 5.2962 | 2.2869 | 2.7538 | 3.4025 | 2.2959 |
Largest Winning Trade | 119322 | 119322 | 15291 | 124792 | 124792 | 37097 |
Largest Losing Trade | -11548 | -11548 | -7691 | -30113 | -30113 | -13468 |
Avg Bars in Trades | 116 | 99 | 134 | 116 | 99 | 134 |
Avg Bars in Winners | 242 | 220 | 258 | 242 | 220 | 258 |
Avg Bars in Losers | 52 | 51 | 54 | 52 | 51 | 54 |
Bars Traded | 24518 | 10445 | 14073 | 24518 | 10445 | 14073 |
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 | 331519 | -833 | -5003 | 257721 | -6220 | 134664 |
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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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