Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359239.0104 | 274342.664 | 84896.3465 | 1145928.8726 | 929718.3447 | 216210.5279 |
Total P&L (%) | 359.239 | 274.3427 | 84.8963 | 1145.9289 | 929.7183 | 216.2105 |
Avg Daily Profit (%) | 0.3449 | 0.2634 | 0.0815 | 0.2424 | 0.2241 | 0.1106 |
Buy And Hold Return (%) | 147.3193 | 147.3193 | 147.3193 | 147.3193 | 147.3193 | 147.3193 |
Max Trade Drawdown | -67054 | -64805 | -55821 | -1105194 | -959930 | -894824 |
Profit Factor | 1.689 | 1.9151 | 1.3831 | 1.1849 | 1.2552 | 1.0846 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 112 | 57 | 55 | 112 | 57 | 55 |
Losing Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Profitability (%) | 51.3761 | 52.2936 | 50.4587 | 51.3761 | 52.2936 | 50.4587 |
Ratio Avg Win / Avg Loss | 1.5985 | 1.7471 | 1.3579 | 1.1214 | 1.1451 | 1.0649 |
Largest Winning Trade | 64434 | 64434 | 26877 | 639853 | 639853 | 330602 |
Largest Losing Trade | -23219 | -23219 | -20551 | -400760 | -400760 | -301210 |
Avg Bars in Trades | 112 | 106 | 117 | 112 | 106 | 117 |
Avg Bars in Winners | 127 | 116 | 139 | 127 | 116 | 139 |
Avg Bars in Losers | 95 | 95 | 95 | 95 | 95 | 95 |
Bars Traded | 24458 | 11617 | 12841 | 24458 | 11617 | 12841 |
Profit Streak | 12.1178 | 24.4094 | 12.1178 | 12.1178 | 24.4094 | 12.1178 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377958 | 181917 | -248908 | -6336 | 311623 | -192688 |
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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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