Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151999.1088 | 121422.8846 | 30576.2241 | 227051.3689 | 228015.1654 | -963.7965 |
Total P&L (%) | 151.9991 | 121.4229 | 30.5762 | 227.0514 | 228.0152 | -0.9638 |
Avg Daily Profit (%) | 1.7509 | 1.3987 | 0.3522 | 1.3743 | 1.3778 | -0.0112 |
Buy And Hold Return (%) | 66.6295 | 66.6295 | 66.6295 | 66.6295 | 66.6295 | 66.6295 |
Max Trade Drawdown | -38585 | -31273 | -23035 | -90187 | -35089 | -81795 |
Profit Factor | 1.5042 | 1.8669 | 1.1894 | 1.5607 | 2.3848 | 0.996 |
Total Trades | 390 | 195 | 195 | 390 | 195 | 195 |
Winning Trades | 229 | 122 | 107 | 229 | 122 | 107 |
Losing Trades | 161 | 73 | 88 | 161 | 73 | 88 |
Profitability (%) | 58.7179 | 62.5641 | 54.8718 | 58.7179 | 62.5641 | 54.8718 |
Ratio Avg Win / Avg Loss | 1.0575 | 1.1171 | 0.9782 | 1.0972 | 1.427 | 0.8191 |
Largest Winning Trade | 47962 | 38855 | 47962 | 96401 | 96401 | 80423 |
Largest Losing Trade | -18512 | -9035 | -18512 | -77240 | -12947 | -77240 |
Avg Bars in Trades | 63 | 63 | 62 | 63 | 63 | 62 |
Avg Bars in Winners | 50 | 50 | 50 | 50 | 50 | 50 |
Avg Bars in Losers | 80 | 84 | 77 | 80 | 84 | 77 |
Bars Traded | 24597 | 12406 | 12191 | 24597 | 12406 | 12191 |
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 | 400129 | 279916 | -171520 | 482331 | 507388 | -581627 |
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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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