Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202374.075 | 149921.1881 | 52452.8869 | 391582.4462 | 339942.0024 | 51640.4438 |
Total P&L (%) | 202.3741 | 149.9212 | 52.4529 | 391.5824 | 339.942 | 51.6404 |
Avg Daily Profit (%) | 0.3886 | 0.2879 | 0.1007 | 0.3062 | 0.2849 | 0.08 |
Buy And Hold Return (%) | 63.4326 | 63.4326 | 63.4326 | 63.4326 | 63.4326 | 63.4326 |
Max Trade Drawdown | -62836 | -32723 | -44235 | -97256 | -56446 | -124053 |
Profit Factor | 1.5041 | 1.8073 | 1.2431 | 1.4462 | 1.8553 | 1.1075 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Losing Trades | 116 | 55 | 61 | 116 | 55 | 61 |
Profitability (%) | 45.0237 | 47.619 | 42.4528 | 45.0237 | 47.619 | 42.4528 |
Ratio Avg Win / Avg Loss | 1.8366 | 1.988 | 1.6851 | 1.7659 | 2.0409 | 1.5013 |
Largest Winning Trade | 31319 | 31319 | 25089 | 67585 | 67585 | 54352 |
Largest Losing Trade | -12576 | -12576 | -9561 | -39255 | -39255 | -38674 |
Avg Bars in Trades | 116 | 119 | 113 | 116 | 119 | 113 |
Avg Bars in Winners | 162 | 161 | 164 | 162 | 161 | 164 |
Avg Bars in Losers | 78 | 81 | 76 | 78 | 81 | 76 |
Bars Traded | 24610 | 12565 | 12045 | 24610 | 12565 | 12045 |
Profit Streak | 0 | 11.477 | 0 | 0 | 11.477 | 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 | 264009 | 239594 | -227232 | 311997 | 363392 | -356846 |
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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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