Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185269.0463 | 124850.9266 | 60418.1197 | 198749.2387 | 188151.3278 | 10597.9109 |
Total P&L (%) | 185.269 | 124.8509 | 60.4181 | 198.7492 | 188.1513 | 10.5979 |
Avg Daily Profit (%) | 0.3557 | 0.2397 | 0.116 | 0.2104 | 0.2034 | 0.0193 |
Buy And Hold Return (%) | 13.6408 | 13.6408 | 13.6408 | 13.6408 | 13.6408 | 13.6408 |
Max Trade Drawdown | -75723 | -61831 | -47307 | -165373 | -46552 | -177062 |
Profit Factor | 1.3688 | 1.5702 | 1.2132 | 1.2571 | 1.6646 | 1.0216 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 141 | 66 | 75 | 141 | 66 | 75 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 64.977 | 61.1111 | 68.8073 | 64.977 | 61.1111 | 68.8073 |
Ratio Avg Win / Avg Loss | 0.7378 | 0.9992 | 0.55 | 0.6776 | 1.0593 | 0.4631 |
Largest Winning Trade | 17602 | 17602 | 17502 | 31923 | 30633 | 31923 |
Largest Losing Trade | -35333 | -33930 | -35333 | -123522 | -36034 | -123522 |
Avg Bars in Trades | 111 | 111 | 111 | 111 | 111 | 111 |
Avg Bars in Winners | 67 | 73 | 62 | 67 | 73 | 62 |
Avg Bars in Losers | 193 | 171 | 220 | 193 | 171 | 220 |
Bars Traded | 24273 | 12072 | 12201 | 24273 | 12072 | 12201 |
Profit Streak | 13.4528 | 23.6195 | 13.4528 | 13.4528 | 23.6195 | 13.4528 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427028 | 348019 | -39127 | 357733 | 407889 | -528229 |
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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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