Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143063.9552 | 89019.4135 | 54044.5416 | 230548.3752 | 170941.4629 | 59606.9123 |
Total P&L (%) | 143.064 | 89.0194 | 54.0445 | 230.5484 | 170.9415 | 59.6069 |
Avg Daily Profit (%) | 0.5494 | 0.3418 | 0.2075 | 0.4602 | 0.3835 | 0.1797 |
Buy And Hold Return (%) | 12.2784 | 12.2784 | 12.2784 | 12.2784 | 12.2784 | 12.2784 |
Max Trade Drawdown | -32908 | -25516 | -27546 | -103337 | -64620 | -100467 |
Profit Factor | 1.569 | 1.7097 | 1.4289 | 1.3236 | 1.4856 | 1.1654 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Losing Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Profitability (%) | 52.7473 | 52.7473 | 52.7473 | 52.7473 | 52.7473 | 52.7473 |
Ratio Avg Win / Avg Loss | 1.4055 | 1.5316 | 1.28 | 1.1857 | 1.3308 | 1.044 |
Largest Winning Trade | 23516 | 21261 | 23516 | 51669 | 51669 | 41823 |
Largest Losing Trade | -13824 | -13824 | -9410 | -41003 | -41003 | -23387 |
Avg Bars in Trades | 133 | 133 | 133 | 133 | 133 | 133 |
Avg Bars in Winners | 148 | 143 | 152 | 148 | 143 | 152 |
Avg Bars in Losers | 117 | 122 | 113 | 117 | 122 | 113 |
Bars Traded | 24358 | 12167 | 12192 | 24358 | 12167 | 12192 |
Profit Streak | 0 | 4.1962 | 0 | 0 | 4.1962 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440940 | 384681 | 192280 | 359518 | 324697 | -33936 |
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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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