Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75769.2849 | 64873.9385 | 10895.3464 | 51066.0762 | 24825.1836 | 26240.8926 |
Total P&L (%) | 75.7693 | 64.8739 | 10.8953 | 51.0661 | 24.8252 | 26.2409 |
Avg Daily Profit (%) | 0.8728 | 0.7473 | 0.1255 | 0.4764 | 0.2558 | 0.2688 |
Buy And Hold Return (%) | 19.1275 | 19.1275 | 19.1275 | 19.1275 | 19.1275 | 19.1275 |
Max Trade Drawdown | -81037 | -43980 | -50263 | -59649 | -48408 | -38139 |
Profit Factor | 1.2534 | 1.3626 | 1.0907 | 1.1723 | 1.1355 | 1.2318 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 120 | 52 | 68 | 120 | 52 | 68 |
Losing Trades | 150 | 83 | 67 | 150 | 83 | 67 |
Profitability (%) | 44.4444 | 38.5185 | 50.3704 | 44.4444 | 38.5185 | 50.3704 |
Ratio Avg Win / Avg Loss | 1.5668 | 2.1749 | 1.0747 | 1.4653 | 1.8124 | 1.2137 |
Largest Winning Trade | 66744 | 66744 | 9106 | 38373 | 38373 | 9859 |
Largest Losing Trade | -16844 | -16844 | -10028 | -15721 | -15721 | -9426 |
Avg Bars in Trades | 91 | 112 | 70 | 91 | 112 | 70 |
Avg Bars in Winners | 110 | 130 | 94 | 110 | 130 | 94 |
Avg Bars in Losers | 77 | 101 | 46 | 77 | 101 | 46 |
Bars Traded | 24816 | 15253 | 9563 | 24816 | 15253 | 9563 |
Profit Streak | 3.5227 | 4.5019 | 3.5227 | 3.5227 | 4.5019 | 3.5227 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326208 | 205622 | -313814 | -26851 | -140782 | -44054 |
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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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