Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206519.6011 | 150182.3997 | 56337.2014 | 275918.5595 | 218595.2494 | 57323.3101 |
Total P&L (%) | 206.5196 | 150.1824 | 56.3372 | 275.9186 | 218.5952 | 57.3233 |
Avg Daily Profit (%) | 0.3965 | 0.2884 | 0.1082 | 0.2546 | 0.2227 | 0.087 |
Buy And Hold Return (%) | 30.4364 | 30.4364 | 30.4364 | 30.4364 | 30.4364 | 30.4364 |
Max Trade Drawdown | -78584 | -58728 | -56996 | -185380 | -124771 | -143906 |
Profit Factor | 1.3222 | 1.4812 | 1.1713 | 1.242 | 1.394 | 1.0979 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Losing Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Profitability (%) | 38.3152 | 38.0435 | 38.587 | 38.3152 | 38.0435 | 38.587 |
Ratio Avg Win / Avg Loss | 2.1286 | 2.4123 | 1.8641 | 1.9995 | 2.2703 | 1.7473 |
Largest Winning Trade | 47222 | 47222 | 26286 | 100421 | 100421 | 73940 |
Largest Losing Trade | -17614 | -16113 | -17614 | -49077 | -49077 | -45003 |
Avg Bars in Trades | 67 | 66 | 68 | 67 | 66 | 68 |
Avg Bars in Winners | 116 | 116 | 116 | 116 | 116 | 116 |
Avg Bars in Losers | 36 | 35 | 38 | 36 | 35 | 38 |
Bars Traded | 24809 | 12195 | 12614 | 24809 | 12195 | 12614 |
Profit Streak | 6.7742 | 13.3367 | 6.7742 | 6.7742 | 13.3367 | 6.7742 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304506 | 199989 | -91418 | 248340 | 210722 | -200073 |
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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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