Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276883.6618 | 193160.2773 | 83723.3844 | 596653.1181 | 675785.7205 | -79132.6025 |
Total P&L (%) | 276.8837 | 193.1603 | 83.7234 | 596.6531 | 675.7857 | -79.1326 |
Avg Daily Profit (%) | 0.5316 | 0.3709 | 0.1608 | 0.3734 | 0.3941 | -0.3004 |
Buy And Hold Return (%) | 56.4371 | 56.4371 | 56.4371 | 56.4371 | 56.4371 | 56.4371 |
Max Trade Drawdown | -75979 | -32178 | -57422 | -653678 | -248243 | -496863 |
Profit Factor | 1.6058 | 1.9257 | 1.3371 | 1.2365 | 1.6117 | 0.9442 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 101 | 52 | 49 | 101 | 52 | 49 |
Losing Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Profitability (%) | 49.0291 | 50.4854 | 47.5728 | 49.0291 | 50.4854 | 47.5728 |
Ratio Avg Win / Avg Loss | 1.6694 | 1.8887 | 1.4735 | 1.2854 | 1.5807 | 1.0406 |
Largest Winning Trade | 61780 | 61780 | 33292 | 429946 | 429946 | 235478 |
Largest Losing Trade | -27028 | -12815 | -27028 | -162887 | -105332 | -162887 |
Avg Bars in Trades | 119 | 109 | 128 | 119 | 109 | 128 |
Avg Bars in Winners | 161 | 137 | 186 | 161 | 137 | 186 |
Avg Bars in Losers | 78 | 80 | 76 | 78 | 80 | 76 |
Bars Traded | 24537 | 11266 | 13271 | 24537 | 11266 | 13271 |
Profit Streak | 5.0445 | 8.0653 | 5.0445 | 5.0445 | 8.0653 | 5.0445 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499930 | 387883 | -8373 | 396869 | 486701 | -579719 |
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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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