Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139587.9615 | 96717.3829 | 42870.5786 | 176439.7239 | 197050.6822 | -20610.9583 |
Total P&L (%) | 139.588 | 96.7174 | 42.8706 | 176.4397 | 197.0507 | -20.611 |
Avg Daily Profit (%) | 0.536 | 0.3714 | 0.1646 | 0.3912 | 0.4189 | -0.0886 |
Buy And Hold Return (%) | 16.7106 | 16.7106 | 16.7106 | 16.7106 | 16.7106 | 16.7106 |
Max Trade Drawdown | -48582 | -22906 | -59907 | -199321 | -69301 | -244445 |
Profit Factor | 1.4243 | 1.6584 | 1.2354 | 1.1684 | 1.4533 | 0.9664 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 76.6234 | 77.3913 | 75.8621 | 76.6234 | 77.3913 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.4345 | 0.4845 | 0.3931 | 0.3565 | 0.4246 | 0.3075 |
Largest Winning Trade | 9361 | 9136 | 9361 | 25477 | 25477 | 24366 |
Largest Losing Trade | -35089 | -17603 | -35089 | -145952 | -52393 | -145952 |
Avg Bars in Trades | 104 | 101 | 107 | 104 | 101 | 107 |
Avg Bars in Winners | 51 | 51 | 52 | 51 | 51 | 52 |
Avg Bars in Losers | 276 | 270 | 281 | 276 | 270 | 281 |
Bars Traded | 24079 | 11625 | 12454 | 24079 | 11625 | 12454 |
Profit Streak | 6.3646 | 8.8542 | 6.3646 | 6.3646 | 8.8542 | 6.3646 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507593 | 429964 | 162895 | -23244 | 437352 | -578097 |
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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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