Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215942.8481 | 136297.4359 | 79645.4122 | 428996.1467 | 263928.0833 | 165068.0635 |
Total P&L (%) | 215.9428 | 136.2974 | 79.6454 | 428.9961 | 263.9281 | 165.0681 |
Avg Daily Profit (%) | 0.8292 | 0.5234 | 0.3058 | 0.6417 | 0.4973 | 0.375 |
Buy And Hold Return (%) | 25.8979 | 25.8979 | 25.8979 | 25.8979 | 25.8979 | 25.8979 |
Max Trade Drawdown | -42156 | -26957 | -30013 | -129899 | -71137 | -90659 |
Profit Factor | 1.5772 | 1.7323 | 1.4237 | 1.5291 | 1.6718 | 1.395 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 104 | 47 | 57 | 104 | 47 | 57 |
Losing Trades | 142 | 76 | 66 | 142 | 76 | 66 |
Profitability (%) | 42.2764 | 38.2114 | 46.3415 | 42.2764 | 38.2114 | 46.3415 |
Ratio Avg Win / Avg Loss | 2.1535 | 2.8011 | 1.6485 | 2.0878 | 2.7034 | 1.6152 |
Largest Winning Trade | 50695 | 29542 | 50695 | 177960 | 50312 | 177960 |
Largest Losing Trade | -12385 | -10514 | -12385 | -34537 | -34537 | -23990 |
Avg Bars in Trades | 100 | 98 | 102 | 100 | 98 | 102 |
Avg Bars in Winners | 150 | 161 | 142 | 150 | 161 | 142 |
Avg Bars in Losers | 63 | 60 | 67 | 63 | 60 | 67 |
Bars Traded | 24726 | 12172 | 12554 | 24726 | 12172 | 12554 |
Profit Streak | 5.6847 | 11.9451 | 5.6847 | 5.6847 | 11.9451 | 5.6847 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494125 | 281454 | 183225 | 433924 | 310914 | 292752 |
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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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