Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82971.1863 | 71356.0787 | 11615.1077 | 111524.9577 | 85335.18 | 26189.7777 |
Total P&L (%) | 82.9712 | 71.3561 | 11.6151 | 111.525 | 85.3352 | 26.1898 |
Avg Daily Profit (%) | 4.7794 | 4.1104 | 0.6691 | 4.41 | 3.618 | 1.349 |
Buy And Hold Return (%) | 67.4322 | 67.4322 | 67.4322 | 67.4322 | 67.4322 | 67.4322 |
Max Trade Drawdown | -25575 | -17511 | -17297 | -28508 | -29974 | -15818 |
Profit Factor | 1.6999 | 2.1141 | 1.2131 | 1.6392 | 1.8486 | 1.3543 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 121 | 68 | 53 | 121 | 68 | 53 |
Losing Trades | 118 | 51 | 67 | 118 | 51 | 67 |
Profitability (%) | 50.6276 | 57.1429 | 44.1667 | 50.6276 | 57.1429 | 44.1667 |
Ratio Avg Win / Avg Loss | 1.6577 | 1.5856 | 1.5336 | 1.5986 | 1.3864 | 1.7121 |
Largest Winning Trade | 25786 | 25786 | 6997 | 23064 | 23064 | 10666 |
Largest Losing Trade | -10065 | -10065 | -6180 | -20372 | -20372 | -11009 |
Avg Bars in Trades | 103 | 157 | 50 | 103 | 157 | 50 |
Avg Bars in Winners | 95 | 131 | 50 | 95 | 131 | 50 |
Avg Bars in Losers | 111 | 192 | 49 | 111 | 192 | 49 |
Bars Traded | 24761 | 18748 | 6013 | 24761 | 18748 | 6013 |
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 | -76172 | -129605 | -158154 | 309584 | -67065 | -155695 |
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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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