Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247819.2821 | 185699.0332 | 62120.2489 | 316764.4845 | 155381.2149 | 161383.2696 |
Total P&L (%) | 247.8193 | 185.699 | 62.1202 | 316.7645 | 155.3812 | 161.3833 |
Avg Daily Profit (%) | 0.4758 | 0.3565 | 0.1193 | 0.2744 | 0.1802 | 0.1846 |
Buy And Hold Return (%) | 10.1317 | 10.1317 | 10.1317 | 10.1317 | 10.1317 | 10.1317 |
Max Trade Drawdown | -44293 | -36418 | -30972 | -249108 | -173136 | -115721 |
Profit Factor | 1.7372 | 1.9786 | 1.4243 | 1.3217 | 1.2703 | 1.3936 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 79 | 31 | 48 | 79 | 31 | 48 |
Losing Trades | 123 | 70 | 53 | 123 | 70 | 53 |
Profitability (%) | 39.1089 | 30.6931 | 47.5248 | 39.1089 | 30.6931 | 47.5248 |
Ratio Avg Win / Avg Loss | 2.7047 | 4.4678 | 1.5727 | 2.0578 | 2.8685 | 1.5388 |
Largest Winning Trade | 145463 | 145463 | 22601 | 253090 | 253090 | 68785 |
Largest Losing Trade | -10006 | -8765 | -10006 | -58218 | -58218 | -57878 |
Avg Bars in Trades | 121 | 106 | 136 | 121 | 106 | 136 |
Avg Bars in Winners | 211 | 198 | 219 | 211 | 198 | 219 |
Avg Bars in Losers | 63 | 65 | 60 | 63 | 65 | 60 |
Bars Traded | 24512 | 10749 | 13763 | 24512 | 10749 | 13763 |
Profit Streak | 0 | 0 | 7.0274 | 0 | 0 | 7.0274 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342893 | 156813 | -33064 | 210163 | 3718 | 309370 |
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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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