Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175187.1671 | 118980.4323 | 56206.7347 | 333007.6981 | 232947.9054 | 100059.7927 |
Total P&L (%) | 175.1872 | 118.9804 | 56.2067 | 333.0077 | 232.9479 | 100.0598 |
Avg Daily Profit (%) | 0.6727 | 0.4569 | 0.2158 | 0.5644 | 0.4629 | 0.2666 |
Buy And Hold Return (%) | 36.7663 | 36.7663 | 36.7663 | 36.7663 | 36.7663 | 36.7663 |
Max Trade Drawdown | -25615 | -21416 | -29348 | -108272 | -96603 | -122424 |
Profit Factor | 1.6475 | 1.8804 | 1.4151 | 1.3684 | 1.5194 | 1.2197 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Losing Trades | 132 | 68 | 64 | 132 | 68 | 64 |
Profitability (%) | 42.8571 | 40.8696 | 44.8276 | 42.8571 | 40.8696 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.1967 | 2.7206 | 1.7416 | 1.8245 | 2.1983 | 1.5012 |
Largest Winning Trade | 35152 | 35152 | 23360 | 83322 | 83322 | 50414 |
Largest Losing Trade | -13462 | -5778 | -13462 | -55741 | -23610 | -55741 |
Avg Bars in Trades | 106 | 104 | 108 | 106 | 104 | 108 |
Avg Bars in Winners | 147 | 151 | 144 | 147 | 151 | 144 |
Avg Bars in Losers | 75 | 72 | 79 | 75 | 72 | 79 |
Bars Traded | 24654 | 12047 | 12607 | 24654 | 12047 | 12607 |
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 | 369883 | 190447 | -4028 | 337819 | 243614 | 67797 |
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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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