Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112975.7978 | 79663.0405 | 33312.7573 | 121316.0831 | 118583.4733 | 2732.6099 |
Total P&L (%) | 112.9758 | 79.663 | 33.3128 | 121.3161 | 118.5835 | 2.7326 |
Avg Daily Profit (%) | 0.4338 | 0.3059 | 0.1279 | 0.3055 | 0.3007 | 0.0104 |
Buy And Hold Return (%) | 19.8143 | 19.8143 | 19.8143 | 19.8143 | 19.8143 | 19.8143 |
Max Trade Drawdown | -47056 | -26551 | -50238 | -112028 | -48797 | -115010 |
Profit Factor | 1.2944 | 1.4342 | 1.1664 | 1.1634 | 1.3514 | 1.0067 |
Total Trades | 317 | 159 | 158 | 317 | 159 | 158 |
Winning Trades | 199 | 98 | 101 | 199 | 98 | 101 |
Losing Trades | 118 | 61 | 57 | 118 | 61 | 57 |
Profitability (%) | 62.776 | 61.6352 | 63.9241 | 62.776 | 61.6352 | 63.9241 |
Ratio Avg Win / Avg Loss | 0.7676 | 0.8927 | 0.6583 | 0.6899 | 0.8412 | 0.5682 |
Largest Winning Trade | 11325 | 11325 | 10386 | 17915 | 17312 | 17915 |
Largest Losing Trade | -33204 | -17715 | -33204 | -95580 | -39005 | -95580 |
Avg Bars in Trades | 77 | 79 | 76 | 77 | 79 | 76 |
Avg Bars in Winners | 50 | 45 | 54 | 50 | 45 | 54 |
Avg Bars in Losers | 124 | 132 | 114 | 124 | 132 | 114 |
Bars Traded | 24591 | 12564 | 12027 | 24591 | 12564 | 12027 |
Profit Streak | 5.3345 | 5.3345 | 8.7303 | 5.3345 | 5.3345 | 8.7303 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385963 | 256636 | -68160 | -30928 | 291817 | -557274 |
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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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