Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153346.9737 | 116413.9886 | 36932.9851 | 223210.2757 | 205181.1379 | 18029.1378 |
Total P&L (%) | 153.347 | 116.414 | 36.933 | 223.2103 | 205.1811 | 18.0291 |
Avg Daily Profit (%) | 0.2944 | 0.2235 | 0.0709 | 0.2255 | 0.2145 | 0.0318 |
Buy And Hold Return (%) | 25.8231 | 25.8231 | 25.8231 | 25.8231 | 25.8231 | 25.8231 |
Max Trade Drawdown | -78517 | -32477 | -63653 | -359800 | -121082 | -266564 |
Profit Factor | 1.3664 | 1.5753 | 1.1709 | 1.1885 | 1.3553 | 1.0297 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 120 | 59 | 61 | 120 | 59 | 61 |
Losing Trades | 127 | 65 | 62 | 127 | 65 | 62 |
Profitability (%) | 48.583 | 47.5806 | 49.5935 | 48.583 | 47.5806 | 49.5935 |
Ratio Avg Win / Avg Loss | 1.4461 | 1.7355 | 1.1901 | 1.2579 | 1.4932 | 1.0466 |
Largest Winning Trade | 27859 | 27859 | 15489 | 89690 | 89690 | 41960 |
Largest Losing Trade | -11545 | -11545 | -11158 | -51248 | -46081 | -51248 |
Avg Bars in Trades | 99 | 100 | 99 | 99 | 100 | 99 |
Avg Bars in Winners | 115 | 114 | 116 | 115 | 114 | 116 |
Avg Bars in Losers | 85 | 87 | 82 | 85 | 87 | 82 |
Bars Traded | 24659 | 12457 | 12202 | 24659 | 12457 | 12202 |
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 | 301775 | 258984 | -163700 | -5130 | 231552 | -504925 |
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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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