Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260571.3041 | 198016.0528 | 62555.2513 | 535442.0439 | 405142.1284 | 130299.9155 |
Total P&L (%) | 260.5713 | 198.0161 | 62.5553 | 535.442 | 405.1421 | 130.2999 |
Avg Daily Profit (%) | 0.5003 | 0.3802 | 0.1201 | 0.3557 | 0.3115 | 0.1603 |
Buy And Hold Return (%) | 89.6686 | 89.6686 | 89.6686 | 89.6686 | 89.6686 | 89.6686 |
Max Trade Drawdown | -53093 | -35967 | -32706 | -325632 | -206069 | -169608 |
Profit Factor | 1.5982 | 1.8968 | 1.2913 | 1.3288 | 1.4897 | 1.1627 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Losing Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Profitability (%) | 42.5234 | 41.1215 | 43.9252 | 42.5234 | 41.1215 | 43.9252 |
Ratio Avg Win / Avg Loss | 2.1602 | 2.7159 | 1.6484 | 1.7961 | 2.1329 | 1.4842 |
Largest Winning Trade | 88073 | 88073 | 24514 | 181093 | 181093 | 86576 |
Largest Losing Trade | -10989 | -10559 | -10989 | -60281 | -60281 | -51408 |
Avg Bars in Trades | 115 | 117 | 114 | 115 | 117 | 114 |
Avg Bars in Winners | 172 | 177 | 167 | 172 | 177 | 167 |
Avg Bars in Losers | 74 | 74 | 73 | 74 | 74 | 73 |
Bars Traded | 24768 | 12519 | 12249 | 24768 | 12519 | 12249 |
Profit Streak | 12.349 | 13.5365 | 12.349 | 12.349 | 13.5365 | 12.349 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314583 | 128634 | -199882 | 316131 | 197180 | -61713 |
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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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