Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174221.1776 | 113926.3148 | 60294.8628 | 327765.9405 | 267555.056 | 60210.8845 |
Total P&L (%) | 174.2212 | 113.9263 | 60.2949 | 327.7659 | 267.5551 | 60.2109 |
Avg Daily Profit (%) | 0.669 | 0.4375 | 0.2315 | 0.5597 | 0.5011 | 0.1811 |
Buy And Hold Return (%) | 30.4338 | 30.4338 | 30.4338 | 30.4338 | 30.4338 | 30.4338 |
Max Trade Drawdown | -34327 | -22887 | -37846 | -211530 | -116147 | -206227 |
Profit Factor | 1.5284 | 1.6901 | 1.3662 | 1.2353 | 1.3931 | 1.0845 |
Total Trades | 327 | 163 | 164 | 327 | 163 | 164 |
Winning Trades | 129 | 66 | 63 | 129 | 66 | 63 |
Losing Trades | 198 | 97 | 101 | 198 | 97 | 101 |
Profitability (%) | 39.4495 | 40.4908 | 38.4146 | 39.4495 | 40.4908 | 38.4146 |
Ratio Avg Win / Avg Loss | 2.3459 | 2.4839 | 2.1903 | 1.8961 | 2.0474 | 1.7387 |
Largest Winning Trade | 36167 | 36167 | 19179 | 90393 | 90393 | 67961 |
Largest Losing Trade | -6498 | -6498 | -5087 | -31256 | -31256 | -28045 |
Avg Bars in Trades | 75 | 74 | 75 | 75 | 74 | 75 |
Avg Bars in Winners | 115 | 110 | 120 | 115 | 110 | 120 |
Avg Bars in Losers | 48 | 50 | 47 | 48 | 50 | 47 |
Bars Traded | 24561 | 12172 | 12389 | 24561 | 12172 | 12389 |
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 | 344928 | 201867 | -3121 | 277426 | 257876 | -131588 |
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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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