Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103989.9941 | 79594.7596 | 24395.2345 | 107978.4176 | 48464.6629 | 59513.7546 |
Total P&L (%) | 103.99 | 79.5948 | 24.3952 | 107.9784 | 48.4647 | 59.5138 |
Avg Daily Profit (%) | 1.9967 | 1.5283 | 0.4684 | 1.416 | 0.7617 | 0.9007 |
Buy And Hold Return (%) | 30.4064 | 30.4064 | 30.4064 | 30.4064 | 30.4064 | 30.4064 |
Max Trade Drawdown | -69306 | -47693 | -24028 | -219976 | -151618 | -72528 |
Profit Factor | 1.4951 | 1.7652 | 1.2301 | 1.2174 | 1.1836 | 1.2559 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 92 | 41 | 51 | 92 | 41 | 51 |
Losing Trades | 119 | 64 | 55 | 119 | 64 | 55 |
Profitability (%) | 43.6019 | 39.0476 | 48.1132 | 43.6019 | 39.0476 | 48.1132 |
Ratio Avg Win / Avg Loss | 1.9339 | 2.7555 | 1.3266 | 1.5747 | 1.8476 | 1.3544 |
Largest Winning Trade | 47722 | 47722 | 21134 | 107750 | 107750 | 37153 |
Largest Losing Trade | -10599 | -7825 | -10599 | -31156 | -31156 | -24392 |
Avg Bars in Trades | 116 | 98 | 135 | 116 | 98 | 135 |
Avg Bars in Winners | 139 | 105 | 167 | 139 | 105 | 167 |
Avg Bars in Losers | 99 | 93 | 105 | 99 | 93 | 105 |
Bars Traded | 24684 | 10331 | 14353 | 24684 | 10331 | 14353 |
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 | 359899 | 240734 | -159268 | 284857 | -21234 | 86923 |
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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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