Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79440.4648 | 62418.2122 | 17022.2526 | 111202.3723 | 88091.4642 | 23110.9081 |
Total P&L (%) | 79.4405 | 62.4182 | 17.0223 | 111.2024 | 88.0915 | 23.1109 |
Avg Daily Profit (%) | 0.9151 | 0.719 | 0.1961 | 0.865 | 0.7304 | 0.2398 |
Buy And Hold Return (%) | 52.8405 | 52.8405 | 52.8405 | 52.8405 | 52.8405 | 52.8405 |
Max Trade Drawdown | -7296 | -4875 | -8138 | -13742 | -9129 | -10155 |
Profit Factor | 2.1769 | 2.6925 | 1.5559 | 2.0914 | 2.5953 | 1.4952 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 49.5868 | 43.3333 | 55.7377 | 49.5868 | 43.3333 | 55.7377 |
Ratio Avg Win / Avg Loss | 2.2132 | 3.521 | 1.2356 | 2.1262 | 3.3938 | 1.1873 |
Largest Winning Trade | 13579 | 13579 | 8038 | 16037 | 16037 | 14534 |
Largest Losing Trade | -4264 | -4264 | -3502 | -7190 | -6946 | -7190 |
Avg Bars in Trades | 201 | 205 | 196 | 201 | 205 | 196 |
Avg Bars in Winners | 303 | 387 | 239 | 303 | 387 | 239 |
Avg Bars in Losers | 100 | 67 | 142 | 100 | 67 | 142 |
Bars Traded | 24355 | 12358 | 11997 | 24355 | 12358 | 11997 |
Profit Streak | 0 | 5.098 | 0 | 0 | 5.098 | 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 | 190180 | -264919 | -319147 | 316932 | -165008 | -319423 |
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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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