Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202729.7903 | 160348.4581 | 42381.3322 | 180489.6211 | 184002.9653 | -3513.3443 |
Total P&L (%) | 202.7298 | 160.3485 | 42.3813 | 180.4896 | 184.003 | -3.5133 |
Avg Daily Profit (%) | 0.1946 | 0.1539 | 0.0407 | 0.0991 | 0.1003 | -0.0034 |
Buy And Hold Return (%) | 22.1873 | 22.1873 | 22.1873 | 22.1873 | 22.1873 | 22.1873 |
Max Trade Drawdown | -68326 | -57220 | -60059 | -214209 | -164080 | -175193 |
Profit Factor | 1.3131 | 1.5685 | 1.116 | 1.1296 | 1.3121 | 0.9956 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Losing Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Profitability (%) | 55.4264 | 55.0388 | 55.814 | 55.4264 | 55.0388 | 55.814 |
Ratio Avg Win / Avg Loss | 1.056 | 1.2813 | 0.8835 | 0.9084 | 1.0719 | 0.7882 |
Largest Winning Trade | 43517 | 43517 | 21863 | 78806 | 78806 | 63606 |
Largest Losing Trade | -25950 | -16687 | -25950 | -93562 | -62125 | -93562 |
Avg Bars in Trades | 94 | 94 | 95 | 94 | 94 | 95 |
Avg Bars in Winners | 85 | 77 | 93 | 85 | 77 | 93 |
Avg Bars in Losers | 105 | 114 | 97 | 105 | 114 | 97 |
Bars Traded | 24398 | 12135 | 12263 | 24398 | 12135 | 12263 |
Profit Streak | 0 | 0 | 39.0913 | 0 | 0 | 39.0913 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352516 | 338151 | -238699 | -138269 | -58532 | -578806 |
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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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