Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132046.7728 | 95865.5869 | 36181.1859 | 164668.1659 | 81927.4967 | 82740.6692 |
Total P&L (%) | 132.0468 | 95.8656 | 36.1812 | 164.6682 | 81.9275 | 82.7407 |
Avg Daily Profit (%) | 2.5355 | 1.8407 | 0.6947 | 1.8864 | 1.1557 | 1.1644 |
Buy And Hold Return (%) | 29.5613 | 29.5613 | 29.5613 | 29.5613 | 29.5613 | 29.5613 |
Max Trade Drawdown | -47304 | -29029 | -21242 | -133593 | -77013 | -62803 |
Profit Factor | 1.6214 | 1.8844 | 1.3476 | 1.3272 | 1.3082 | 1.3486 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 115 | 59 | 56 | 115 | 59 | 56 |
Profitability (%) | 39.7906 | 37.8947 | 41.6667 | 39.7906 | 37.8947 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.4535 | 3.0883 | 1.8867 | 2.0083 | 2.1439 | 1.888 |
Largest Winning Trade | 63600 | 63600 | 24409 | 74909 | 74909 | 53385 |
Largest Losing Trade | -11130 | -6839 | -11130 | -38280 | -20416 | -38280 |
Avg Bars in Trades | 129 | 108 | 149 | 129 | 108 | 149 |
Avg Bars in Winners | 177 | 138 | 213 | 177 | 138 | 213 |
Avg Bars in Losers | 97 | 90 | 104 | 97 | 90 | 104 |
Bars Traded | 24695 | 10309 | 14386 | 24695 | 10309 | 14386 |
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 | 377678 | 261700 | -88368 | 326645 | 141247 | 204186 |
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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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