Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107784.4469 | 87162.7826 | 20621.6644 | 84227.0281 | 47335.7843 | 36891.2438 |
Total P&L (%) | 107.7844 | 87.1628 | 20.6217 | 84.227 | 47.3358 | 36.8912 |
Avg Daily Profit (%) | 1.2416 | 1.0041 | 0.2375 | 0.7063 | 0.4474 | 0.3624 |
Buy And Hold Return (%) | 19.2621 | 19.2621 | 19.2621 | 19.2621 | 19.2621 | 19.2621 |
Max Trade Drawdown | -43665 | -29923 | -25356 | -90210 | -62561 | -33809 |
Profit Factor | 1.6049 | 1.8742 | 1.2628 | 1.3205 | 1.3053 | 1.3424 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 40.1639 | 32.7869 | 47.541 | 40.1639 | 32.7869 | 47.541 |
Ratio Avg Win / Avg Loss | 2.391 | 3.8421 | 1.3934 | 1.9673 | 2.6759 | 1.4812 |
Largest Winning Trade | 110207 | 110207 | 12585 | 82973 | 82973 | 18147 |
Largest Losing Trade | -15632 | -9642 | -15632 | -15710 | -14980 | -15710 |
Avg Bars in Trades | 198 | 183 | 213 | 198 | 183 | 213 |
Avg Bars in Winners | 329 | 331 | 327 | 329 | 331 | 327 |
Avg Bars in Losers | 110 | 111 | 110 | 110 | 111 | 110 |
Bars Traded | 24237 | 11187 | 13050 | 24237 | 11187 | 13050 |
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 | 352297 | -155870 | -300603 | 213474 | -163474 | -162685 |
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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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