Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176686.7957 | 118684.2863 | 58002.5094 | 345671.3152 | 253905.2138 | 91766.1015 |
Total P&L (%) | 176.6868 | 118.6843 | 58.0025 | 345.6713 | 253.9052 | 91.7661 |
Avg Daily Profit (%) | 0.6785 | 0.4557 | 0.2227 | 0.5755 | 0.4865 | 0.2503 |
Buy And Hold Return (%) | 40.9493 | 40.9493 | 40.9493 | 40.9493 | 40.9493 | 40.9493 |
Max Trade Drawdown | -26251 | -16293 | -28263 | -117039 | -82165 | -135109 |
Profit Factor | 1.6308 | 1.8386 | 1.4185 | 1.3187 | 1.464 | 1.1708 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 108 | 53 | 55 | 108 | 53 | 55 |
Losing Trades | 160 | 81 | 79 | 160 | 81 | 79 |
Profitability (%) | 40.2985 | 39.5522 | 41.0448 | 40.2985 | 39.5522 | 41.0448 |
Ratio Avg Win / Avg Loss | 2.4159 | 2.8099 | 2.0375 | 1.9537 | 2.2374 | 1.6817 |
Largest Winning Trade | 34822 | 34822 | 20511 | 83255 | 83255 | 62209 |
Largest Losing Trade | -9235 | -9235 | -5931 | -40082 | -40082 | -23716 |
Avg Bars in Trades | 91 | 90 | 92 | 91 | 90 | 92 |
Avg Bars in Winners | 137 | 135 | 139 | 137 | 135 | 139 |
Avg Bars in Losers | 60 | 60 | 60 | 60 | 60 | 60 |
Bars Traded | 24568 | 12127 | 12441 | 24568 | 12127 | 12441 |
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 | 327220 | 159724 | -31559 | 301444 | 218755 | -33876 |
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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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