Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429750.2816 | 418651.1062 | 11099.1754 | 191868.2766 | 152603.7409 | 39264.5357 |
Total P&L (%) | 429.7503 | 418.6511 | 11.0992 | 191.8683 | 152.6037 | 39.2645 |
Avg Daily Profit (%) | 0.2656 | 0.2587 | 0.0069 | 0.0662 | 0.0573 | 0.0205 |
Buy And Hold Return (%) | 23.1403 | 23.1403 | 23.1403 | 23.1403 | 23.1403 | 23.1403 |
Max Trade Drawdown | -103949 | -111747 | -169214 | -259332 | -250302 | -153093 |
Profit Factor | 1.5631 | 2.1691 | 1.0274 | 1.1624 | 1.2531 | 1.0679 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 41.0714 | 41.0714 | 41.0714 | 41.0714 | 41.0714 | 41.0714 |
Ratio Avg Win / Avg Loss | 2.2427 | 3.1122 | 1.4741 | 1.6678 | 1.798 | 1.5321 |
Largest Winning Trade | 144979 | 144979 | 68072 | 147318 | 128074 | 147318 |
Largest Losing Trade | -55155 | -29404 | -55155 | -78690 | -69600 | -78690 |
Avg Bars in Trades | 166 | 162 | 170 | 166 | 162 | 170 |
Avg Bars in Winners | 281 | 272 | 291 | 281 | 272 | 291 |
Avg Bars in Losers | 86 | 85 | 86 | 86 | 85 | 86 |
Bars Traded | 18652 | 9096 | 9556 | 18652 | 9096 | 9556 |
Profit Streak | 500.21 | 505.2933 | 0 | 500.21 | 505.2934 | 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 | 302185 | -170693 | -723355 | -147887 | -298727 | -502727 |
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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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