Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347076.7128 | 274601.2102 | 72475.5026 | 653511.5098 | 426973.3691 | 226538.1407 |
Total P&L (%) | 347.0767 | 274.6012 | 72.4755 | 653.5115 | 426.9734 | 226.5381 |
Avg Daily Profit (%) | 0.3332 | 0.2636 | 0.0696 | 0.1941 | 0.1597 | 0.1137 |
Buy And Hold Return (%) | 73.2551 | 73.2551 | 73.2551 | 73.2551 | 73.2551 | 73.2551 |
Max Trade Drawdown | -156284 | -100484 | -71395 | -4018917 | -2348137 | -2071303 |
Profit Factor | 1.4935 | 1.7423 | 1.2174 | 1.0589 | 1.0711 | 1.0445 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 47.2637 | 44.5545 | 50 | 47.2637 | 44.5545 | 50 |
Ratio Avg Win / Avg Loss | 1.6665 | 2.1682 | 1.2174 | 1.1815 | 1.3329 | 1.0445 |
Largest Winning Trade | 74991 | 74991 | 25431 | 1052124 | 1052124 | 585527 |
Largest Losing Trade | -19942 | -19344 | -19942 | -772237 | -553485 | -772237 |
Avg Bars in Trades | 122 | 121 | 124 | 122 | 121 | 124 |
Avg Bars in Winners | 171 | 180 | 162 | 171 | 180 | 162 |
Avg Bars in Losers | 79 | 73 | 85 | 79 | 73 | 85 |
Bars Traded | 24684 | 12268 | 12416 | 24684 | 12268 | 12416 |
Profit Streak | 6.4768 | 7.3101 | 0 | 6.4768 | 7.3101 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368981 | 262802 | -266524 | -147100 | -137531 | -216192 |
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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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