Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97499.0896 | 73559.4237 | 23939.6659 | 126884.6007 | 124892.903 | 1991.6978 |
Total P&L (%) | 97.4991 | 73.5594 | 23.9397 | 126.8846 | 124.8929 | 1.9917 |
Avg Daily Profit (%) | 0.3744 | 0.2825 | 0.0919 | 0.3151 | 0.3117 | 0.0076 |
Buy And Hold Return (%) | 28.9745 | 28.9745 | 28.9745 | 28.9745 | 28.9745 | 28.9745 |
Max Trade Drawdown | -23803 | -25778 | -21465 | -53670 | -28173 | -51205 |
Profit Factor | 1.457 | 1.7522 | 1.2072 | 1.3719 | 1.9045 | 1.0098 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 148 | 76 | 72 | 148 | 76 | 72 |
Losing Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Profitability (%) | 71.4976 | 73.7864 | 69.2308 | 71.4976 | 73.7864 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.5808 | 0.6225 | 0.5365 | 0.5469 | 0.6766 | 0.4488 |
Largest Winning Trade | 13429 | 13429 | 8497 | 17703 | 17703 | 11092 |
Largest Losing Trade | -22780 | -22780 | -17147 | -24366 | -24366 | -23679 |
Avg Bars in Trades | 116 | 116 | 116 | 116 | 116 | 116 |
Avg Bars in Winners | 66 | 67 | 65 | 66 | 67 | 65 |
Avg Bars in Losers | 243 | 254 | 233 | 243 | 254 | 233 |
Bars Traded | 24178 | 12015 | 12163 | 24178 | 12015 | 12163 |
Profit Streak | 15.3262 | 15.3262 | 20.0241 | 15.3262 | 15.3262 | 20.0241 |
Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355940 | 308860 | -235457 | 351428 | 385126 | -557185 |
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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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