Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207748.2645 | 130058.8326 | 77689.4319 | 491272.3501 | 310168.1205 | 181104.2296 |
Total P&L (%) | 207.7483 | 130.0588 | 77.6894 | 491.2724 | 310.1681 | 181.1042 |
Avg Daily Profit (%) | 0.7977 | 0.4994 | 0.2983 | 0.6847 | 0.5434 | 0.3977 |
Buy And Hold Return (%) | 30.9174 | 30.9174 | 30.9174 | 30.9174 | 30.9174 | 30.9174 |
Max Trade Drawdown | -40134 | -27144 | -39261 | -217971 | -137820 | -206827 |
Profit Factor | 1.7375 | 1.8919 | 1.5718 | 1.3986 | 1.4974 | 1.2974 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 110 | 50 | 60 | 110 | 50 | 60 |
Losing Trades | 145 | 77 | 68 | 145 | 77 | 68 |
Profitability (%) | 43.1373 | 39.3701 | 46.875 | 43.1373 | 39.3701 | 46.875 |
Ratio Avg Win / Avg Loss | 2.2904 | 2.9135 | 1.7814 | 1.8436 | 2.306 | 1.4704 |
Largest Winning Trade | 35339 | 35339 | 18850 | 90111 | 90111 | 65012 |
Largest Losing Trade | -13759 | -6120 | -13759 | -80232 | -33249 | -80232 |
Avg Bars in Trades | 96 | 95 | 97 | 96 | 95 | 97 |
Avg Bars in Winners | 130 | 137 | 125 | 130 | 137 | 125 |
Avg Bars in Losers | 70 | 68 | 72 | 70 | 68 | 72 |
Bars Traded | 24590 | 12105 | 12485 | 24590 | 12105 | 12485 |
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 | 471831 | 215524 | 178131 | 389931 | 259604 | 208505 |
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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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