Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260767.9632 | 188508.675 | 72259.2882 | 763018.015 | 616966.859 | 146051.156 |
Total P&L (%) | 260.768 | 188.5087 | 72.2593 | 763.018 | 616.9669 | 146.0512 |
Avg Daily Profit (%) | 1.0013 | 0.7239 | 0.2775 | 0.831 | 0.7593 | 0.3463 |
Buy And Hold Return (%) | 100.8523 | 100.8523 | 100.8523 | 100.8523 | 100.8523 | 100.8523 |
Max Trade Drawdown | -35441 | -25449 | -15522 | -178050 | -123691 | -74641 |
Profit Factor | 1.8639 | 2.0105 | 1.6266 | 1.7201 | 1.9539 | 1.3538 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 102 | 48 | 54 | 102 | 48 | 54 |
Losing Trades | 142 | 74 | 68 | 142 | 74 | 68 |
Profitability (%) | 41.8033 | 39.3443 | 44.2623 | 41.8033 | 39.3443 | 44.2623 |
Ratio Avg Win / Avg Loss | 2.5948 | 3.0996 | 2.0483 | 2.3946 | 3.0122 | 1.7048 |
Largest Winning Trade | 43288 | 43288 | 27403 | 187218 | 187218 | 45907 |
Largest Losing Trade | -9642 | -9642 | -6784 | -31372 | -31372 | -19834 |
Avg Bars in Trades | 100 | 143 | 58 | 100 | 143 | 58 |
Avg Bars in Winners | 148 | 216 | 88 | 148 | 216 | 88 |
Avg Bars in Losers | 66 | 96 | 34 | 66 | 96 | 34 |
Bars Traded | 24634 | 17487 | 7147 | 24634 | 17487 | 7147 |
Profit Streak | 2.742 | 3.3149 | 0 | 2.742 | 3.3149 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 298275 | 55352 | -158271 | 423224 | 335536 | -19808 |
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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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