Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302205.2959 | 203338.8225 | 98866.4734 | 776610.5609 | 268616.3314 | 507994.2295 |
Total P&L (%) | 302.2053 | 203.3388 | 98.8665 | 776.6106 | 268.6163 | 507.9942 |
Avg Daily Profit (%) | 0.2901 | 0.1952 | 0.0949 | 0.2086 | 0.1253 | 0.1734 |
Buy And Hold Return (%) | 16.2742 | 16.2742 | 16.2742 | 16.2742 | 16.2742 | 16.2742 |
Max Trade Drawdown | -48925 | -49632 | -45997 | -390982 | -496615 | -181927 |
Profit Factor | 1.5331 | 1.6856 | 1.3657 | 1.301 | 1.1875 | 1.4428 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 115 | 51 | 64 | 115 | 51 | 64 |
Losing Trades | 169 | 91 | 78 | 169 | 91 | 78 |
Profitability (%) | 40.493 | 35.9155 | 45.0704 | 40.493 | 35.9155 | 45.0704 |
Ratio Avg Win / Avg Loss | 2.2529 | 3.0076 | 1.6645 | 1.9119 | 2.1189 | 1.7584 |
Largest Winning Trade | 57632 | 57632 | 20648 | 283126 | 283126 | 171129 |
Largest Losing Trade | -12496 | -9999 | -12496 | -95082 | -95082 | -69105 |
Avg Bars in Trades | 87 | 85 | 89 | 87 | 85 | 89 |
Avg Bars in Winners | 140 | 147 | 134 | 140 | 147 | 134 |
Avg Bars in Losers | 51 | 50 | 52 | 51 | 50 | 52 |
Bars Traded | 24862 | 12134 | 12727 | 24862 | 12134 | 12727 |
Profit Streak | 0 | 0 | 8.0347 | 0 | 0 | 8.0347 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316760 | 184256 | -66697 | 255632 | -44543 | 304469 |
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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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