Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169501.59 | 142330.6472 | 27170.9428 | 109334.8413 | 196201.551 | -86866.7098 |
Total P&L (%) | 169.5016 | 142.3306 | 27.1709 | 109.3348 | 196.2016 | -86.8667 |
Avg Daily Profit (%) | 0.1627 | 0.1366 | 0.0261 | 0.0709 | 0.1043 | -0.1947 |
Buy And Hold Return (%) | 23.4699 | 23.4699 | 23.4699 | 23.4699 | 23.4699 | 23.4699 |
Max Trade Drawdown | -87844 | -84956 | -56845 | -407085 | -354614 | -220698 |
Profit Factor | 1.2657 | 1.4036 | 1.0953 | 1.0602 | 1.1991 | 0.8954 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 132 | 60 | 72 | 132 | 60 | 72 |
Losing Trades | 126 | 69 | 57 | 126 | 69 | 57 |
Profitability (%) | 51.1628 | 46.5116 | 55.814 | 51.1628 | 46.5116 | 55.814 |
Ratio Avg Win / Avg Loss | 1.2082 | 1.6142 | 0.8671 | 1.012 | 1.379 | 0.7089 |
Largest Winning Trade | 47408 | 47408 | 22701 | 157402 | 157402 | 73144 |
Largest Losing Trade | -28983 | -28983 | -22688 | -162586 | -162586 | -119298 |
Avg Bars in Trades | 95 | 91 | 99 | 95 | 91 | 99 |
Avg Bars in Winners | 93 | 84 | 101 | 93 | 84 | 101 |
Avg Bars in Losers | 97 | 96 | 97 | 97 | 96 | 97 |
Bars Traded | 24633 | 11775 | 12858 | 24633 | 11775 | 12858 |
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 | 312384 | -10987 | -391620 | -252651 | -56828 | -580236 |
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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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