Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144807.7519 | 95453.0424 | 49354.7095 | 193296.8678 | 176354.8505 | 16942.0173 |
Total P&L (%) | 144.8078 | 95.453 | 49.3547 | 193.2969 | 176.3549 | 16.942 |
Avg Daily Profit (%) | 0.5561 | 0.3665 | 0.1895 | 0.414 | 0.3911 | 0.0601 |
Buy And Hold Return (%) | 10.7747 | 10.7747 | 10.7747 | 10.7747 | 10.7747 | 10.7747 |
Max Trade Drawdown | -40375 | -23123 | -29813 | -164872 | -66240 | -121628 |
Profit Factor | 1.4862 | 1.6514 | 1.3262 | 1.2197 | 1.4132 | 1.0374 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 105 | 45 | 60 | 105 | 45 | 60 |
Losing Trades | 134 | 74 | 60 | 134 | 74 | 60 |
Profitability (%) | 43.9331 | 37.8151 | 50 | 43.9331 | 37.8151 | 50 |
Ratio Avg Win / Avg Loss | 1.8967 | 2.7156 | 1.3262 | 1.5566 | 2.3239 | 1.0374 |
Largest Winning Trade | 53956 | 53956 | 27095 | 89264 | 89264 | 48701 |
Largest Losing Trade | -13977 | -8313 | -13977 | -30253 | -30253 | -28776 |
Avg Bars in Trades | 102 | 96 | 109 | 102 | 96 | 109 |
Avg Bars in Winners | 156 | 168 | 146 | 156 | 168 | 146 |
Avg Bars in Losers | 61 | 53 | 71 | 61 | 53 | 71 |
Bars Traded | 24616 | 11520 | 13096 | 24616 | 11520 | 13096 |
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 | 377747 | 208795 | 159788 | 275416 | 171677 | -303409 |
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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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