Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154663.8027 | 106191.9111 | 48471.8915 | 220961.1601 | 197419.6172 | 23541.5429 |
Total P&L (%) | 154.6638 | 106.1919 | 48.4719 | 220.9612 | 197.4196 | 23.5415 |
Avg Daily Profit (%) | 0.5939 | 0.4078 | 0.1861 | 0.4488 | 0.4194 | 0.0812 |
Buy And Hold Return (%) | 21.2317 | 21.2317 | 21.2317 | 21.2317 | 21.2317 | 21.2317 |
Max Trade Drawdown | -39683 | -26591 | -32966 | -155019 | -93472 | -124973 |
Profit Factor | 1.3915 | 1.5342 | 1.2469 | 1.2115 | 1.3832 | 1.0445 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 137 | 66 | 71 | 137 | 66 | 71 |
Losing Trades | 177 | 91 | 86 | 177 | 91 | 86 |
Profitability (%) | 43.6306 | 42.0382 | 45.2229 | 43.6306 | 42.0382 | 45.2229 |
Ratio Avg Win / Avg Loss | 1.7977 | 2.1153 | 1.5103 | 1.5653 | 1.9071 | 1.2651 |
Largest Winning Trade | 40676 | 40676 | 22420 | 86837 | 86837 | 52645 |
Largest Losing Trade | -15337 | -8878 | -15337 | -43976 | -33808 | -43976 |
Avg Bars in Trades | 78 | 77 | 79 | 78 | 77 | 79 |
Avg Bars in Winners | 110 | 108 | 112 | 110 | 108 | 112 |
Avg Bars in Losers | 53 | 54 | 52 | 53 | 54 | 52 |
Bars Traded | 24630 | 12158 | 12473 | 24630 | 12158 | 12473 |
Profit Streak | 7.9763 | 8.1326 | 7.9763 | 7.9763 | 8.1326 | 7.9763 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419169 | 257037 | 38145 | 334937 | 275352 | -390373 |
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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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