Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112415.3733 | 83312.8256 | 29102.5477 | 134250.3567 | 113238.8614 | 21011.4953 |
Total P&L (%) | 112.4154 | 83.3128 | 29.1025 | 134.2504 | 113.2389 | 21.0115 |
Avg Daily Profit (%) | 0.4317 | 0.3199 | 0.1118 | 0.3274 | 0.2912 | 0.0733 |
Buy And Hold Return (%) | 18.4861 | 18.4861 | 18.4861 | 18.4861 | 18.4861 | 18.4861 |
Max Trade Drawdown | -37571 | -21866 | -35870 | -103025 | -42739 | -87868 |
Profit Factor | 1.4229 | 1.7123 | 1.1955 | 1.3195 | 1.6559 | 1.0849 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Losing Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Profitability (%) | 60.6796 | 61.165 | 60.1942 | 60.6796 | 61.165 | 60.1942 |
Ratio Avg Win / Avg Loss | 0.922 | 1.0872 | 0.7906 | 0.855 | 1.0514 | 0.7174 |
Largest Winning Trade | 14299 | 11682 | 14299 | 20465 | 16047 | 20465 |
Largest Losing Trade | -31320 | -12502 | -31320 | -87113 | -16029 | -87113 |
Avg Bars in Trades | 118 | 117 | 119 | 118 | 117 | 119 |
Avg Bars in Winners | 79 | 67 | 91 | 79 | 67 | 91 |
Avg Bars in Losers | 179 | 196 | 162 | 179 | 196 | 162 |
Bars Traded | 24414 | 12082 | 12332 | 24414 | 12082 | 12332 |
Profit Streak | 4.4677 | 13.1865 | 4.4677 | 4.4677 | 13.1865 | 4.4677 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356576 | 374835 | -60821 | 323798 | 404879 | -347376 |
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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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