Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62210.4401 | 41732.4412 | 20477.9989 | 70952.8154 | 40212.3177 | 30740.4977 |
Total P&L (%) | 62.2104 | 41.7324 | 20.478 | 70.9528 | 40.2123 | 30.7405 |
Avg Daily Profit (%) | 0.7166 | 0.4807 | 0.2359 | 0.6196 | 0.3901 | 0.3092 |
Buy And Hold Return (%) | 19.7173 | 19.7173 | 19.7173 | 19.7173 | 19.7173 | 19.7173 |
Max Trade Drawdown | -32228 | -21099 | -23377 | -58519 | -40399 | -40363 |
Profit Factor | 1.3997 | 1.6105 | 1.2346 | 1.2775 | 1.3481 | 1.2193 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 112 | 60 | 52 | 112 | 60 | 52 |
Losing Trades | 100 | 46 | 54 | 100 | 46 | 54 |
Profitability (%) | 52.8302 | 56.6038 | 49.0566 | 52.8302 | 56.6038 | 49.0566 |
Ratio Avg Win / Avg Loss | 1.2497 | 1.2347 | 1.282 | 1.1406 | 1.0336 | 1.2662 |
Largest Winning Trade | 19282 | 19282 | 11377 | 20147 | 20147 | 16630 |
Largest Losing Trade | -5864 | -4775 | -5864 | -12001 | -9058 | -12001 |
Avg Bars in Trades | 114 | 125 | 104 | 114 | 125 | 104 |
Avg Bars in Winners | 140 | 151 | 127 | 140 | 151 | 127 |
Avg Bars in Losers | 86 | 91 | 82 | 86 | 91 | 82 |
Bars Traded | 24354 | 13276 | 11078 | 24354 | 13276 | 11078 |
Profit Streak | 0 | 3.8622 | 0 | 0 | 3.8622 | 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 | 334308 | 158889 | -148748 | 291766 | 46356 | -4268 |
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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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