Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247174.5242 | 186251.3144 | 60923.2098 | 460913.4589 | 357818.3807 | 103095.0782 |
Total P&L (%) | 247.1745 | 186.2513 | 60.9232 | 460.9135 | 357.8184 | 103.0951 |
Avg Daily Profit (%) | 0.4746 | 0.3576 | 0.117 | 0.3316 | 0.2925 | 0.1361 |
Buy And Hold Return (%) | 65.5914 | 65.5914 | 65.5914 | 65.5914 | 65.5914 | 65.5914 |
Max Trade Drawdown | -67385 | -66072 | -38987 | -220035 | -213383 | -213465 |
Profit Factor | 1.5149 | 1.794 | 1.2482 | 1.3231 | 1.515 | 1.1409 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Losing Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Profitability (%) | 41.4414 | 41.4414 | 41.4414 | 41.4414 | 41.4414 | 41.4414 |
Ratio Avg Win / Avg Loss | 2.1407 | 2.535 | 1.7638 | 1.8697 | 2.1407 | 1.6122 |
Largest Winning Trade | 81311 | 81311 | 24318 | 161457 | 161457 | 68026 |
Largest Losing Trade | -13666 | -13666 | -13265 | -73457 | -47084 | -73457 |
Avg Bars in Trades | 111 | 114 | 108 | 111 | 114 | 108 |
Avg Bars in Winners | 154 | 156 | 153 | 154 | 156 | 153 |
Avg Bars in Losers | 80 | 84 | 76 | 80 | 84 | 76 |
Bars Traded | 24698 | 12681 | 12017 | 24698 | 12681 | 12017 |
Profit Streak | 15.1235 | 22.2069 | 15.1235 | 15.1235 | 22.2069 | 15.1235 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318932 | 231386 | -204825 | 320168 | 259239 | -88527 |
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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) |
---|