Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261607.2647 | 184363.0652 | 77244.1995 | 449858.9683 | 153707.5808 | 296151.3875 |
Total P&L (%) | 261.6073 | 184.3631 | 77.2442 | 449.859 | 153.7076 | 296.1514 |
Avg Daily Profit (%) | 0.2511 | 0.177 | 0.0742 | 0.1638 | 0.0894 | 0.1322 |
Buy And Hold Return (%) | 21.2474 | 21.2474 | 21.2474 | 21.2474 | 21.2474 | 21.2474 |
Max Trade Drawdown | -49385 | -51569 | -49266 | -259877 | -363759 | -126661 |
Profit Factor | 1.4235 | 1.5889 | 1.2535 | 1.2526 | 1.1638 | 1.3515 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 112 | 53 | 59 | 112 | 53 | 59 |
Losing Trades | 167 | 87 | 80 | 167 | 87 | 80 |
Profitability (%) | 40.1434 | 37.8571 | 42.446 | 40.1434 | 37.8571 | 42.446 |
Ratio Avg Win / Avg Loss | 2.1225 | 2.6082 | 1.6997 | 1.8677 | 1.9104 | 1.8325 |
Largest Winning Trade | 53382 | 53382 | 18050 | 187798 | 187798 | 100127 |
Largest Losing Trade | -15478 | -9992 | -15478 | -81697 | -61576 | -81697 |
Avg Bars in Trades | 89 | 85 | 92 | 89 | 85 | 92 |
Avg Bars in Winners | 147 | 145 | 149 | 147 | 145 | 149 |
Avg Bars in Losers | 49 | 49 | 50 | 49 | 49 | 50 |
Bars Traded | 24848 | 11996 | 12851 | 24848 | 11996 | 12851 |
Profit Streak | 11.093 | 11.093 | 13.218 | 11.093 | 11.093 | 13.218 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314177 | 220286 | -98087 | 249694 | -117087 | -17490 |
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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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