Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158411.3716 | 103502.6057 | 54908.7659 | 297636.8404 | 188335.4854 | 109301.355 |
Total P&L (%) | 158.4114 | 103.5026 | 54.9088 | 297.6368 | 188.3355 | 109.3014 |
Avg Daily Profit (%) | 0.6083 | 0.3974 | 0.2108 | 0.5315 | 0.4075 | 0.284 |
Buy And Hold Return (%) | 34.7067 | 34.7067 | 34.7067 | 34.7067 | 34.7067 | 34.7067 |
Max Trade Drawdown | -45863 | -29041 | -26020 | -121938 | -79333 | -75197 |
Profit Factor | 1.4777 | 1.6154 | 1.3359 | 1.3484 | 1.4251 | 1.2658 |
Total Trades | 357 | 179 | 178 | 357 | 179 | 178 |
Winning Trades | 172 | 84 | 88 | 172 | 84 | 88 |
Losing Trades | 185 | 95 | 90 | 185 | 95 | 90 |
Profitability (%) | 48.1793 | 46.9274 | 49.4382 | 48.1793 | 46.9274 | 49.4382 |
Ratio Avg Win / Avg Loss | 1.5893 | 1.8269 | 1.3663 | 1.4503 | 1.6117 | 1.2946 |
Largest Winning Trade | 19447 | 19447 | 11982 | 54390 | 54390 | 29641 |
Largest Losing Trade | -7557 | -7557 | -6934 | -26752 | -17076 | -26752 |
Avg Bars in Trades | 69 | 68 | 71 | 69 | 68 | 71 |
Avg Bars in Winners | 87 | 84 | 89 | 87 | 84 | 89 |
Avg Bars in Losers | 53 | 53 | 52 | 53 | 53 | 52 |
Bars Traded | 24873 | 12222 | 12651 | 24873 | 12222 | 12651 |
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 | 411613 | 253123 | -2895 | 381483 | 291456 | 143946 |
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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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