Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134773.2893 | 91950.1161 | 42823.1732 | 192766.6787 | 147863.009 | 44903.6697 |
Total P&L (%) | 134.7733 | 91.9501 | 42.8232 | 192.7667 | 147.863 | 44.9037 |
Avg Daily Profit (%) | 0.5175 | 0.3531 | 0.1644 | 0.4133 | 0.3492 | 0.1425 |
Buy And Hold Return (%) | 31.2975 | 31.2975 | 31.2975 | 31.2975 | 31.2975 | 31.2975 |
Max Trade Drawdown | -32819 | -22405 | -27867 | -86853 | -63209 | -74155 |
Profit Factor | 1.3156 | 1.4404 | 1.1962 | 1.1902 | 1.2963 | 1.0873 |
Total Trades | 472 | 236 | 236 | 472 | 236 | 236 |
Winning Trades | 213 | 99 | 114 | 213 | 99 | 114 |
Losing Trades | 259 | 137 | 122 | 259 | 137 | 122 |
Profitability (%) | 45.1271 | 41.9492 | 48.3051 | 45.1271 | 41.9492 | 48.3051 |
Ratio Avg Win / Avg Loss | 1.5997 | 1.9933 | 1.2801 | 1.4473 | 1.7939 | 1.1636 |
Largest Winning Trade | 27070 | 27070 | 16379 | 50124 | 50124 | 26228 |
Largest Losing Trade | -19788 | -7303 | -19788 | -47041 | -20706 | -47041 |
Avg Bars in Trades | 52 | 52 | 51 | 52 | 52 | 51 |
Avg Bars in Winners | 58 | 62 | 55 | 58 | 62 | 55 |
Avg Bars in Losers | 46 | 46 | 47 | 46 | 46 | 47 |
Bars Traded | 24567 | 12506 | 12061 | 24567 | 12506 | 12061 |
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 | 318646 | 142895 | -49987 | -3208 | 167159 | -159169 |
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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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