Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105602.9373 | 80156.7588 | 25446.1785 | 81902.1994 | 67963.1892 | 13939.0101 |
Total P&L (%) | 105.6029 | 80.1568 | 25.4462 | 81.9022 | 67.9632 | 13.939 |
Avg Daily Profit (%) | 0.4055 | 0.3078 | 0.0977 | 0.23 | 0.1993 | 0.0501 |
Buy And Hold Return (%) | 19.9015 | 19.9015 | 19.9015 | 19.9015 | 19.9015 | 19.9015 |
Max Trade Drawdown | -70150 | -28524 | -84434 | -148995 | -63710 | -141914 |
Profit Factor | 1.2234 | 1.3625 | 1.1012 | 1.1064 | 1.1812 | 1.0353 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 209 | 108 | 101 | 209 | 108 | 101 |
Losing Trades | 99 | 46 | 53 | 99 | 46 | 53 |
Profitability (%) | 67.8571 | 70.1299 | 65.5844 | 67.8571 | 70.1299 | 65.5844 |
Ratio Avg Win / Avg Loss | 0.5795 | 0.5803 | 0.5779 | 0.5241 | 0.5031 | 0.5433 |
Largest Winning Trade | 11721 | 10615 | 11721 | 16271 | 16271 | 14906 |
Largest Losing Trade | -41951 | -18562 | -41951 | -64565 | -35786 | -64565 |
Avg Bars in Trades | 80 | 78 | 82 | 80 | 78 | 82 |
Avg Bars in Winners | 48 | 49 | 47 | 48 | 49 | 47 |
Avg Bars in Losers | 147 | 145 | 149 | 147 | 145 | 149 |
Bars Traded | 24688 | 12026 | 12662 | 24688 | 12026 | 12662 |
Profit Streak | 4.1149 | 4.1149 | 7.7816 | 4.1149 | 4.1149 | 7.7816 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343653 | 250475 | -250071 | -96076 | -16201 | -472680 |
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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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