Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178554.5197 | 117363.8978 | 61190.6219 | 312568.5589 | 238422.2226 | 74146.3364 |
Total P&L (%) | 178.5545 | 117.3639 | 61.1906 | 312.5686 | 238.4222 | 74.1463 |
Avg Daily Profit (%) | 0.6856 | 0.4507 | 0.235 | 0.5457 | 0.4692 | 0.2132 |
Buy And Hold Return (%) | 23.3567 | 23.3567 | 23.3567 | 23.3567 | 23.3567 | 23.3567 |
Max Trade Drawdown | -30488 | -31883 | -26316 | -63568 | -57189 | -45750 |
Profit Factor | 1.6373 | 1.8731 | 1.4199 | 1.4482 | 1.7228 | 1.2017 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 144 | 75 | 69 | 144 | 75 | 69 |
Profitability (%) | 32.7103 | 29.9065 | 35.514 | 32.7103 | 29.9065 | 35.514 |
Ratio Avg Win / Avg Loss | 3.3683 | 4.3901 | 2.5782 | 2.9791 | 4.0377 | 2.1821 |
Largest Winning Trade | 47740 | 47740 | 24775 | 59782 | 59782 | 38475 |
Largest Losing Trade | -10657 | -6486 | -10657 | -23577 | -12165 | -23577 |
Avg Bars in Trades | 114 | 110 | 119 | 114 | 110 | 119 |
Avg Bars in Winners | 254 | 261 | 249 | 254 | 261 | 249 |
Avg Bars in Losers | 47 | 46 | 48 | 47 | 46 | 48 |
Bars Traded | 24603 | 11815 | 12788 | 24603 | 11815 | 12788 |
Profit Streak | 6.5281 | 17.0593 | 6.5281 | 6.5281 | 17.0593 | 6.5281 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325331 | 130551 | -210 | 246279 | 173221 | -1235 |
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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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