Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319461.8896 | 252109.9783 | 67351.9112 | 368526.1639 | 169201.7875 | 199324.3764 |
Total P&L (%) | 319.4619 | 252.11 | 67.3519 | 368.5262 | 169.2018 | 199.3244 |
Avg Daily Profit (%) | 0.1772 | 0.1398 | 0.0373 | 0.0857 | 0.0549 | 0.0608 |
Buy And Hold Return (%) | 29.6276 | 29.6276 | 29.6276 | 29.6276 | 29.6276 | 29.6276 |
Max Trade Drawdown | -79949 | -59979 | -90606 | -314041 | -276583 | -119415 |
Profit Factor | 1.3245 | 1.5458 | 1.1289 | 1.1522 | 1.1202 | 1.1968 |
Total Trades | 315 | 158 | 157 | 315 | 158 | 157 |
Winning Trades | 178 | 96 | 82 | 178 | 96 | 82 |
Losing Trades | 137 | 62 | 75 | 137 | 62 | 75 |
Profitability (%) | 56.5079 | 60.7595 | 52.2293 | 56.5079 | 60.7595 | 52.2293 |
Ratio Avg Win / Avg Loss | 1.0194 | 0.9983 | 1.0325 | 0.8868 | 0.7234 | 1.0946 |
Largest Winning Trade | 32378 | 25516 | 32378 | 95556 | 71886 | 95556 |
Largest Losing Trade | -40819 | -39701 | -40819 | -196167 | -196167 | -46983 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 5173 | 2596 | 2578 | 5173 | 2596 | 2578 |
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 | 375415 | -4539 | -225960 | -130550 | -208481 | -115164 |
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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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