Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219275.5587 | 156652.9929 | 62622.5659 | 389258.1409 | 301770.9915 | 87487.1494 |
Total P&L (%) | 219.2756 | 156.653 | 62.6226 | 389.2581 | 301.771 | 87.4871 |
Avg Daily Profit (%) | 0.2105 | 0.1504 | 0.0601 | 0.1525 | 0.1336 | 0.0604 |
Buy And Hold Return (%) | 40.2696 | 40.2696 | 40.2696 | 40.2696 | 40.2696 | 40.2696 |
Max Trade Drawdown | -44099 | -31543 | -39960 | -282762 | -200900 | -169672 |
Profit Factor | 1.6238 | 2.0123 | 1.3182 | 1.3747 | 1.6942 | 1.1448 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 66.6667 | 67.9012 | 65.4321 | 66.6667 | 67.9012 | 65.4321 |
Ratio Avg Win / Avg Loss | 0.8119 | 0.9513 | 0.6964 | 0.6873 | 0.8009 | 0.6048 |
Largest Winning Trade | 29491 | 29491 | 26030 | 119021 | 119021 | 113547 |
Largest Losing Trade | -39336 | -21040 | -39336 | -138258 | -138258 | -130083 |
Avg Bars in Trades | 151 | 149 | 154 | 151 | 149 | 154 |
Avg Bars in Winners | 114 | 109 | 119 | 114 | 109 | 119 |
Avg Bars in Losers | 225 | 231 | 220 | 225 | 231 | 220 |
Bars Traded | 24574 | 12071 | 12504 | 24574 | 12071 | 12504 |
Profit Streak | 9.8227 | 108.3644 | 9.8227 | 9.8227 | 108.3644 | 9.8227 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399074 | -1932 | -132988 | 367331 | -22090 | -190000 |
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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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