Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71811.3993 | 53822.6178 | 17988.7815 | 87043.1369 | 64430.6219 | 22612.515 |
Total P&L (%) | 71.8114 | 53.8226 | 17.9888 | 87.0431 | 64.4306 | 22.6125 |
Avg Daily Profit (%) | 0.8272 | 0.62 | 0.2072 | 0.7239 | 0.5745 | 0.2351 |
Buy And Hold Return (%) | 29.6898 | 29.6898 | 29.6898 | 29.6898 | 29.6898 | 29.6898 |
Max Trade Drawdown | -26517 | -17455 | -15530 | -49943 | -33076 | -28948 |
Profit Factor | 1.3746 | 1.6038 | 1.1754 | 1.2876 | 1.4523 | 1.1411 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Losing Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Profitability (%) | 51.3393 | 50.8929 | 51.7857 | 51.3393 | 50.8929 | 51.7857 |
Ratio Avg Win / Avg Loss | 1.3029 | 1.5476 | 1.0943 | 1.2204 | 1.4014 | 1.0624 |
Largest Winning Trade | 9456 | 9320 | 9456 | 15405 | 15405 | 14351 |
Largest Losing Trade | -11491 | -6096 | -11491 | -21460 | -8539 | -21460 |
Avg Bars in Trades | 108 | 110 | 105 | 108 | 110 | 105 |
Avg Bars in Winners | 122 | 128 | 117 | 122 | 128 | 117 |
Avg Bars in Losers | 92 | 92 | 92 | 92 | 92 | 92 |
Bars Traded | 24233 | 12424 | 11809 | 24233 | 12424 | 11809 |
Profit Streak | 3.5186 | 3.588 | 3.5186 | 3.5186 | 3.588 | 3.5186 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302621 | 123200 | -188349 | 292541 | 122200 | -225787 |
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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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