Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114436.3999 | 81904.8156 | 32531.5843 | 136931.1491 | 147194.1566 | -10263.0074 |
Total P&L (%) | 114.4364 | 81.9048 | 32.5316 | 136.9311 | 147.1942 | -10.263 |
Avg Daily Profit (%) | 0.4394 | 0.3145 | 0.1249 | 0.3318 | 0.3481 | -0.0416 |
Buy And Hold Return (%) | 21.2988 | 21.2988 | 21.2988 | 21.2988 | 21.2988 | 21.2988 |
Max Trade Drawdown | -42355 | -21996 | -46289 | -142856 | -69173 | -134675 |
Profit Factor | 1.2447 | 1.3739 | 1.1309 | 1.129 | 1.3046 | 0.9823 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 196 | 103 | 93 | 196 | 103 | 93 |
Losing Trades | 176 | 83 | 93 | 176 | 83 | 93 |
Profitability (%) | 52.6882 | 55.3763 | 50 | 52.6882 | 55.3763 | 50 |
Ratio Avg Win / Avg Loss | 1.1177 | 1.1071 | 1.1309 | 1.0138 | 1.0513 | 0.9823 |
Largest Winning Trade | 14238 | 14238 | 13803 | 24840 | 20844 | 24840 |
Largest Losing Trade | -23889 | -10472 | -23889 | -41818 | -25059 | -41818 |
Avg Bars in Trades | 67 | 66 | 67 | 67 | 66 | 67 |
Avg Bars in Winners | 66 | 66 | 67 | 66 | 66 | 67 |
Avg Bars in Losers | 67 | 67 | 67 | 67 | 67 | 67 |
Bars Traded | 24933 | 12454 | 12479 | 24933 | 12454 | 12479 |
Profit Streak | 0 | 4.1616 | 0 | 0 | 4.1616 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332153 | 247970 | -113827 | -69413 | 325881 | -581755 |
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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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