Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184407.4359 | 117041.3828 | 67366.0531 | 382355.2093 | 247287.2772 | 135067.9322 |
Total P&L (%) | 184.4074 | 117.0414 | 67.3661 | 382.3552 | 247.2873 | 135.0679 |
Avg Daily Profit (%) | 0.7081 | 0.4494 | 0.2587 | 0.606 | 0.4792 | 0.3287 |
Buy And Hold Return (%) | 24.9572 | 24.9572 | 24.9572 | 24.9572 | 24.9572 | 24.9572 |
Max Trade Drawdown | -24004 | -15761 | -21937 | -101860 | -84267 | -88056 |
Profit Factor | 1.7001 | 1.88 | 1.5165 | 1.3813 | 1.4884 | 1.272 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Losing Trades | 145 | 74 | 71 | 145 | 74 | 71 |
Profitability (%) | 40.0826 | 38.843 | 41.3223 | 40.0826 | 38.843 | 41.3223 |
Ratio Avg Win / Avg Loss | 2.5413 | 2.9601 | 2.1534 | 2.0648 | 2.3434 | 1.8063 |
Largest Winning Trade | 33603 | 33603 | 22709 | 90663 | 90663 | 55507 |
Largest Losing Trade | -9064 | -8634 | -9064 | -36799 | -35289 | -36799 |
Avg Bars in Trades | 102 | 101 | 102 | 102 | 101 | 102 |
Avg Bars in Winners | 150 | 154 | 147 | 150 | 154 | 147 |
Avg Bars in Losers | 69 | 68 | 70 | 69 | 68 | 70 |
Bars Traded | 24705 | 12317 | 12388 | 24705 | 12317 | 12388 |
Profit Streak | 1.8967 | 0 | 1.9175 | 1.8967 | 0 | 1.9175 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325164 | 206835 | 3995 | 238686 | 229910 | 55280 |
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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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