Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159613.4259 | 104718.9614 | 54894.4645 | 293515.9346 | 195494.7128 | 98021.2217 |
Total P&L (%) | 159.6134 | 104.719 | 54.8945 | 293.5159 | 195.4947 | 98.0212 |
Avg Daily Profit (%) | 0.6129 | 0.4021 | 0.2108 | 0.5274 | 0.4169 | 0.2627 |
Buy And Hold Return (%) | 31.8378 | 31.8378 | 31.8378 | 31.8378 | 31.8378 | 31.8378 |
Max Trade Drawdown | -28352 | -19612 | -15497 | -81407 | -69667 | -44912 |
Profit Factor | 1.53 | 1.6442 | 1.396 | 1.3731 | 1.4498 | 1.2784 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 157 | 75 | 82 | 157 | 75 | 82 |
Losing Trades | 193 | 100 | 93 | 193 | 100 | 93 |
Profitability (%) | 44.8571 | 42.8571 | 46.8571 | 44.8571 | 42.8571 | 46.8571 |
Ratio Avg Win / Avg Loss | 1.8808 | 2.1923 | 1.5833 | 1.688 | 1.9331 | 1.4499 |
Largest Winning Trade | 28001 | 28001 | 13112 | 69653 | 69653 | 23900 |
Largest Losing Trade | -6063 | -5913 | -6063 | -25913 | -25913 | -18527 |
Avg Bars in Trades | 70 | 69 | 71 | 70 | 69 | 71 |
Avg Bars in Winners | 100 | 101 | 98 | 100 | 101 | 98 |
Avg Bars in Losers | 46 | 45 | 47 | 46 | 45 | 47 |
Bars Traded | 24709 | 12162 | 12546 | 24709 | 12162 | 12546 |
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 | 390980 | 208649 | -1489 | 377855 | 259208 | 101203 |
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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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