Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115685.9814 | 79805.4371 | 35880.5442 | 144877.1182 | 68154.5547 | 76722.5635 |
Total P&L (%) | 115.686 | 79.8054 | 35.8805 | 144.8771 | 68.1546 | 76.7226 |
Avg Daily Profit (%) | 2.2213 | 1.5324 | 0.689 | 1.7345 | 1.0029 | 1.0993 |
Buy And Hold Return (%) | 30.8002 | 30.8002 | 30.8002 | 30.8002 | 30.8002 | 30.8002 |
Max Trade Drawdown | -34616 | -31738 | -15777 | -77217 | -72525 | -35407 |
Profit Factor | 1.4809 | 1.5701 | 1.3567 | 1.267 | 1.2145 | 1.3413 |
Total Trades | 245 | 123 | 122 | 245 | 123 | 122 |
Winning Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Losing Trades | 134 | 68 | 66 | 134 | 68 | 66 |
Profitability (%) | 45.3061 | 44.7154 | 45.9016 | 45.3061 | 44.7154 | 45.9016 |
Ratio Avg Win / Avg Loss | 1.7877 | 1.9412 | 1.599 | 1.5296 | 1.5016 | 1.5808 |
Largest Winning Trade | 39325 | 39325 | 16630 | 66657 | 66657 | 34996 |
Largest Losing Trade | -9907 | -9907 | -8077 | -25327 | -25327 | -17045 |
Avg Bars in Trades | 99 | 97 | 102 | 99 | 97 | 102 |
Avg Bars in Winners | 114 | 88 | 139 | 114 | 88 | 139 |
Avg Bars in Losers | 88 | 104 | 71 | 88 | 104 | 71 |
Bars Traded | 24480 | 11937 | 12543 | 24480 | 11937 | 12543 |
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 | 404784 | 302992 | -105000 | 372850 | 136370 | 250546 |
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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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