Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162080.1021 | 124210.3179 | 37869.7842 | 68623.3757 | 53639.0275 | 14984.3482 |
Total P&L (%) | 162.0801 | 124.2103 | 37.8698 | 68.6234 | 53.639 | 14.9843 |
Avg Daily Profit (%) | 0.3112 | 0.2385 | 0.0727 | 0.1004 | 0.0825 | 0.0268 |
Buy And Hold Return (%) | 13.0135 | 13.0135 | 13.0135 | 13.0135 | 13.0135 | 13.0135 |
Max Trade Drawdown | -83225 | -73590 | -50598 | -255091 | -203367 | -131197 |
Profit Factor | 1.2763 | 1.4035 | 1.1359 | 1.055 | 1.0785 | 1.0265 |
Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Winning Trades | 140 | 66 | 74 | 140 | 66 | 74 |
Losing Trades | 135 | 71 | 64 | 135 | 71 | 64 |
Profitability (%) | 50.9091 | 48.1752 | 53.6232 | 50.9091 | 48.1752 | 53.6232 |
Ratio Avg Win / Avg Loss | 1.2308 | 1.5098 | 0.9824 | 1.0173 | 1.1602 | 0.8878 |
Largest Winning Trade | 101836 | 101836 | 28017 | 169550 | 169550 | 54981 |
Largest Losing Trade | -24134 | -18232 | -24134 | -60997 | -43757 | -60997 |
Avg Bars in Trades | 88 | 87 | 90 | 88 | 87 | 90 |
Avg Bars in Winners | 111 | 103 | 119 | 111 | 103 | 119 |
Avg Bars in Losers | 64 | 71 | 57 | 64 | 71 | 57 |
Bars Traded | 24423 | 11928 | 12495 | 24423 | 11928 | 12495 |
Profit Streak | 0 | 9.0918 | 0 | 0 | 9.0918 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341939 | 323127 | -172057 | -219213 | -219880 | -469058 |
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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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