Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207966.6366 | 135928.1037 | 72038.5329 | 408854.6277 | 273839.0882 | 135015.5395 |
Total P&L (%) | 207.9666 | 135.9281 | 72.0385 | 408.8546 | 273.8391 | 135.0155 |
Avg Daily Profit (%) | 0.7986 | 0.522 | 0.2766 | 0.6267 | 0.5076 | 0.3287 |
Buy And Hold Return (%) | 24.6127 | 24.6127 | 24.6127 | 24.6127 | 24.6127 | 24.6127 |
Max Trade Drawdown | -63870 | -56868 | -33520 | -200752 | -169548 | -148578 |
Profit Factor | 1.3972 | 1.4966 | 1.2882 | 1.2109 | 1.2763 | 1.1424 |
Total Trades | 420 | 210 | 210 | 420 | 210 | 210 |
Winning Trades | 251 | 122 | 129 | 251 | 122 | 129 |
Losing Trades | 169 | 88 | 81 | 169 | 88 | 81 |
Profitability (%) | 59.7619 | 58.0952 | 61.4286 | 59.7619 | 58.0952 | 61.4286 |
Ratio Avg Win / Avg Loss | 0.9407 | 1.0795 | 0.8089 | 0.8153 | 0.9206 | 0.7173 |
Largest Winning Trade | 45004 | 45004 | 18372 | 74873 | 74873 | 54971 |
Largest Losing Trade | -14361 | -9174 | -14361 | -55984 | -43671 | -55984 |
Avg Bars in Trades | 58 | 62 | 54 | 58 | 62 | 54 |
Avg Bars in Winners | 52 | 54 | 51 | 52 | 54 | 51 |
Avg Bars in Losers | 65 | 73 | 58 | 65 | 73 | 58 |
Bars Traded | 24411 | 13041 | 11370 | 24411 | 13041 | 11370 |
Profit Streak | 3.9002 | 5.2127 | 0 | 3.9002 | 5.2127 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486029 | 433884 | 146690 | 392163 | 356470 | -57186 |
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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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