Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109240.7707 | 75504.6849 | 33736.0859 | 129763.1185 | 69955.7834 | 59807.3351 |
Total P&L (%) | 109.2408 | 75.5047 | 33.7361 | 129.7631 | 69.9558 | 59.8073 |
Avg Daily Profit (%) | 2.0976 | 1.4498 | 0.6478 | 1.6101 | 1.0236 | 0.9042 |
Buy And Hold Return (%) | 29.4323 | 29.4323 | 29.4323 | 29.4323 | 29.4323 | 29.4323 |
Max Trade Drawdown | -46674 | -27864 | -20783 | -116016 | -65853 | -54122 |
Profit Factor | 1.6987 | 1.8902 | 1.4716 | 1.3593 | 1.3572 | 1.3619 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 116 | 61 | 55 | 116 | 61 | 55 |
Profitability (%) | 41.7085 | 38.3838 | 45 | 41.7085 | 38.3838 | 45 |
Ratio Avg Win / Avg Loss | 2.374 | 3.0342 | 1.7986 | 1.8998 | 2.1787 | 1.6645 |
Largest Winning Trade | 50926 | 50926 | 16977 | 73125 | 73125 | 36792 |
Largest Losing Trade | -11663 | -9909 | -11663 | -35247 | -25471 | -35247 |
Avg Bars in Trades | 122 | 97 | 146 | 122 | 97 | 146 |
Avg Bars in Winners | 189 | 142 | 229 | 189 | 142 | 229 |
Avg Bars in Losers | 74 | 69 | 79 | 74 | 69 | 79 |
Bars Traded | 24357 | 9675 | 14682 | 24357 | 9675 | 14682 |
Profit Streak | 0 | 16.1119 | 0 | 0 | 16.1119 | 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 | 373545 | 256202 | -110881 | 320825 | 137659 | 124145 |
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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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