Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172375.3842 | 113301.4869 | 59073.8973 | 318019.8321 | 272162.7363 | 45857.0957 |
Total P&L (%) | 172.3754 | 113.3015 | 59.0739 | 318.0198 | 272.1627 | 45.8571 |
Avg Daily Profit (%) | 0.6619 | 0.4351 | 0.2268 | 0.5508 | 0.5059 | 0.145 |
Buy And Hold Return (%) | 27.0304 | 27.0304 | 27.0304 | 27.0304 | 27.0304 | 27.0304 |
Max Trade Drawdown | -41508 | -25503 | -37919 | -230715 | -144756 | -216338 |
Profit Factor | 1.5857 | 1.7934 | 1.3898 | 1.2421 | 1.4379 | 1.0663 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Losing Trades | 165 | 84 | 81 | 165 | 84 | 81 |
Profitability (%) | 38.2022 | 36.8421 | 39.5522 | 38.2022 | 36.8421 | 39.5522 |
Ratio Avg Win / Avg Loss | 2.565 | 3.0745 | 2.1241 | 2.0093 | 2.4649 | 1.6296 |
Largest Winning Trade | 36719 | 36719 | 21468 | 100870 | 100870 | 70113 |
Largest Losing Trade | -11675 | -6714 | -11675 | -61389 | -29708 | -61389 |
Avg Bars in Trades | 92 | 90 | 93 | 92 | 90 | 93 |
Avg Bars in Winners | 141 | 148 | 135 | 141 | 148 | 135 |
Avg Bars in Losers | 61 | 57 | 65 | 61 | 57 | 65 |
Bars Traded | 24593 | 12099 | 12494 | 24593 | 12099 | 12494 |
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 | 342274 | 153576 | -1715 | 247449 | 200134 | -160489 |
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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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