Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106399.1189 | 73137.5341 | 33261.5847 | 124600.8288 | 150301.7121 | -25700.8833 |
Total P&L (%) | 106.3991 | 73.1375 | 33.2616 | 124.6008 | 150.3017 | -25.7009 |
Avg Daily Profit (%) | 0.4086 | 0.2808 | 0.1277 | 0.3112 | 0.3529 | -0.114 |
Buy And Hold Return (%) | 17.1559 | 17.1559 | 17.1559 | 17.1559 | 17.1559 | 17.1559 |
Max Trade Drawdown | -60886 | -22077 | -57744 | -196498 | -53941 | -179660 |
Profit Factor | 1.2091 | 1.2945 | 1.1277 | 1.1011 | 1.2596 | 0.9606 |
Total Trades | 461 | 231 | 230 | 461 | 231 | 230 |
Winning Trades | 218 | 113 | 105 | 218 | 113 | 105 |
Losing Trades | 243 | 118 | 125 | 243 | 118 | 125 |
Profitability (%) | 47.2885 | 48.9177 | 45.6522 | 47.2885 | 48.9177 | 45.6522 |
Ratio Avg Win / Avg Loss | 1.3478 | 1.3517 | 1.3425 | 1.2274 | 1.3153 | 1.1436 |
Largest Winning Trade | 16957 | 16957 | 14492 | 29322 | 29322 | 22295 |
Largest Losing Trade | -17249 | -10892 | -17249 | -34035 | -19717 | -34035 |
Avg Bars in Trades | 53 | 53 | 53 | 53 | 53 | 53 |
Avg Bars in Winners | 66 | 66 | 66 | 66 | 66 | 66 |
Avg Bars in Losers | 42 | 41 | 43 | 42 | 41 | 43 |
Bars Traded | 24858 | 12460 | 12398 | 24858 | 12460 | 12398 |
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 | 300939 | 187583 | -112272 | -100740 | 273676 | -581549 |
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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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