Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157866.8488 | 105407.5737 | 52459.2751 | 243309.9948 | 181258.5827 | 62051.4121 |
Total P&L (%) | 157.8668 | 105.4076 | 52.4593 | 243.31 | 181.2586 | 62.0514 |
Avg Daily Profit (%) | 0.6062 | 0.4048 | 0.2014 | 0.4748 | 0.3979 | 0.1855 |
Buy And Hold Return (%) | 20.3506 | 20.3506 | 20.3506 | 20.3506 | 20.3506 | 20.3506 |
Max Trade Drawdown | -30813 | -20153 | -26945 | -75097 | -45877 | -58904 |
Profit Factor | 1.5425 | 1.7714 | 1.3399 | 1.3693 | 1.6047 | 1.1728 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 42.1384 | 36.7089 | 47.5 | 42.1384 | 36.7089 | 47.5 |
Ratio Avg Win / Avg Loss | 2.118 | 3.0541 | 1.4809 | 1.8802 | 2.7667 | 1.2963 |
Largest Winning Trade | 38602 | 38602 | 23867 | 47033 | 47033 | 27465 |
Largest Losing Trade | -16772 | -8898 | -16772 | -30785 | -19854 | -30785 |
Avg Bars in Trades | 153 | 162 | 144 | 153 | 162 | 144 |
Avg Bars in Winners | 231 | 257 | 211 | 231 | 257 | 211 |
Avg Bars in Losers | 96 | 107 | 85 | 96 | 107 | 85 |
Bars Traded | 24415 | 12821 | 11593 | 24415 | 12821 | 11593 |
Profit Streak | 6.2254 | 14.7566 | 6.2254 | 6.2254 | 14.7566 | 6.2254 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407415 | -20515 | -16657 | 328872 | -19681 | -47143 |
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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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