Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292866.9671 | 236551.1452 | 56315.8219 | 455029.1316 | 396429.5268 | 58599.6049 |
Total P&L (%) | 292.867 | 236.5511 | 56.3158 | 455.0291 | 396.4295 | 58.5996 |
Avg Daily Profit (%) | 0.1624 | 0.1312 | 0.0312 | 0.0951 | 0.0889 | 0.0256 |
Buy And Hold Return (%) | 54.9204 | 54.9204 | 54.9204 | 54.9204 | 54.9204 | 54.9204 |
Max Trade Drawdown | -103378 | -71029 | -57853 | -380374 | -333561 | -233472 |
Profit Factor | 1.3953 | 1.5778 | 1.1699 | 1.1435 | 1.2242 | 1.0418 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 160 | 82 | 78 | 160 | 82 | 78 |
Losing Trades | 145 | 71 | 74 | 145 | 71 | 74 |
Profitability (%) | 52.459 | 53.5948 | 51.3158 | 52.459 | 53.5948 | 51.3158 |
Ratio Avg Win / Avg Loss | 1.2645 | 1.3662 | 1.1099 | 1.0363 | 1.06 | 0.9883 |
Largest Winning Trade | 45761 | 45761 | 41910 | 167348 | 167348 | 131837 |
Largest Losing Trade | -34632 | -34632 | -16660 | -204920 | -204920 | -97680 |
Avg Bars in Trades | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Winners | 26 | 27 | 24 | 26 | 27 | 24 |
Avg Bars in Losers | 18 | 19 | 18 | 18 | 19 | 18 |
Bars Traded | 6923 | 3610 | 3313 | 6923 | 3610 | 3313 |
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 | 325668 | -17051 | -341978 | -126514 | -73654 | -479208 |
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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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