Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291122.7183 | 267352.9059 | 23769.8124 | 1649316.0994 | 821633.9879 | 827682.1114 |
Total P&L (%) | 291.1227 | 267.3529 | 23.7698 | 1649.3161 | 821.634 | 827.6821 |
Avg Daily Profit (%) | 0.2327 | 0.2137 | 0.019 | 0.229 | 0.1777 | 0.1782 |
Buy And Hold Return (%) | 33.5761 | 33.5761 | 33.5761 | 33.5761 | 33.5761 | 33.5761 |
Max Trade Drawdown | -175609 | -51535 | -206173 | -464856 | -463937 | -351574 |
Profit Factor | 1.4811 | 2.4353 | 1.0568 | 1.9592 | 1.9978 | 1.9238 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 138 | 67 | 71 | 126 | 62 | 64 |
Losing Trades | 23 | 13 | 10 | 35 | 18 | 17 |
Profitability (%) | 85.7143 | 83.75 | 87.6543 | 78.2609 | 77.5 | 79.0123 |
Ratio Avg Win / Avg Loss | 0.2469 | 0.4725 | 0.1488 | 0.5442 | 0.58 | 0.511 |
Largest Winning Trade | 21180 | 20095 | 21180 | 173690 | 136127 | 173690 |
Largest Losing Trade | -140988 | -49839 | -140988 | -456166 | -456166 | -175789 |
Avg Bars in Trades | 22 | 25 | 19 | 22 | 25 | 19 |
Avg Bars in Winners | 10 | 11 | 9 | 14 | 15 | 12 |
Avg Bars in Losers | 92 | 98 | 86 | 50 | 57 | 43 |
Bars Traded | 3563 | 2020 | 1543 | 3563 | 2020 | 1543 |
Profit Streak | 42.3805 | 93.0472 | 42.3805 | 42.3805 | 93.0472 | 42.3805 |
Trades During Streak | 16 | 9 | 8 | 16 | 9 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 541990 | -3438 | -498152 | 568843 | -4862 | 97583 |
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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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