Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103460.5251 | 77795.7184 | 25664.8067 | 143270.8409 | 144393.9022 | -1123.0613 |
Total P&L (%) | 103.4605 | 77.7957 | 25.6648 | 143.2708 | 144.3939 | -1.1231 |
Avg Daily Profit (%) | 0.3973 | 0.2987 | 0.0986 | 0.342 | 0.3437 | -0.0043 |
Buy And Hold Return (%) | 31.9718 | 31.9718 | 31.9718 | 31.9718 | 31.9718 | 31.9718 |
Max Trade Drawdown | -25319 | -21767 | -21771 | -68395 | -30941 | -58877 |
Profit Factor | 1.4868 | 1.8085 | 1.2207 | 1.3698 | 1.9442 | 0.9952 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 72.2222 | 72.2222 | 72.2222 | 72.2222 | 72.2222 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.5719 | 0.6956 | 0.4695 | 0.5269 | 0.7478 | 0.3828 |
Largest Winning Trade | 10019 | 10019 | 8897 | 14048 | 14048 | 12714 |
Largest Losing Trade | -19182 | -17761 | -19182 | -30661 | -19667 | -30661 |
Avg Bars in Trades | 112 | 111 | 112 | 112 | 111 | 112 |
Avg Bars in Winners | 68 | 73 | 63 | 68 | 73 | 63 |
Avg Bars in Losers | 226 | 211 | 240 | 226 | 211 | 240 |
Bars Traded | 24224 | 12080 | 12144 | 24224 | 12080 | 12144 |
Profit Streak | 9.9986 | 27.509 | 9.9986 | 9.9986 | 27.509 | 9.9986 |
Trades During Streak | 4 | 8 | 2 | 4 | 8 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365887 | 297503 | -226649 | 362972 | 401313 | -578178 |
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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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