Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230313.9423 | 161505.9305 | 68808.0118 | 460690.5165 | 356201.2104 | 104489.3061 |
Total P&L (%) | 230.3139 | 161.5059 | 68.808 | 460.6905 | 356.2012 | 104.4893 |
Avg Daily Profit (%) | 0.2211 | 0.1551 | 0.0661 | 0.1656 | 0.1458 | 0.0687 |
Buy And Hold Return (%) | 40.0131 | 40.0131 | 40.0131 | 40.0131 | 40.0131 | 40.0131 |
Max Trade Drawdown | -50416 | -26712 | -59007 | -243446 | -172178 | -201314 |
Profit Factor | 1.6944 | 2.3516 | 1.3243 | 1.4312 | 1.9329 | 1.1522 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 103 | 54 | 49 | 103 | 54 | 49 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 67.7632 | 71.0526 | 64.4737 | 67.7632 | 71.0526 | 64.4737 |
Ratio Avg Win / Avg Loss | 0.8061 | 0.9581 | 0.7297 | 0.6809 | 0.7875 | 0.6349 |
Largest Winning Trade | 29795 | 29795 | 29375 | 131897 | 131897 | 104521 |
Largest Losing Trade | -36437 | -20574 | -36437 | -142529 | -109404 | -142529 |
Avg Bars in Trades | 162 | 162 | 162 | 162 | 162 | 162 |
Avg Bars in Winners | 110 | 115 | 106 | 110 | 115 | 106 |
Avg Bars in Losers | 270 | 276 | 264 | 270 | 276 | 264 |
Bars Traded | 24672 | 12312 | 12360 | 24672 | 12312 | 12360 |
Profit Streak | 9.108 | 107.3164 | 9.108 | 9.108 | 107.3164 | 9.108 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418256 | -38235 | -161556 | 387353 | -42473 | -206089 |
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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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