Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211612.3691 | 172496.7359 | 39115.6332 | 300097.1137 | 218774.483 | 81322.6307 |
Total P&L (%) | 211.6124 | 172.4967 | 39.1156 | 300.0971 | 218.7745 | 81.3226 |
Avg Daily Profit (%) | 0.4063 | 0.3312 | 0.0751 | 0.2666 | 0.2228 | 0.1143 |
Buy And Hold Return (%) | 66.1741 | 66.1741 | 66.1741 | 66.1741 | 66.1741 | 66.1741 |
Max Trade Drawdown | -80457 | -63000 | -84603 | -130589 | -101223 | -88623 |
Profit Factor | 1.365 | 1.6231 | 1.1291 | 1.3272 | 1.4832 | 1.1751 |
Total Trades | 303 | 152 | 151 | 303 | 152 | 151 |
Winning Trades | 143 | 74 | 69 | 143 | 74 | 69 |
Losing Trades | 160 | 78 | 82 | 160 | 78 | 82 |
Profitability (%) | 47.1947 | 48.6842 | 45.6954 | 47.1947 | 48.6842 | 45.6954 |
Ratio Avg Win / Avg Loss | 1.5273 | 1.7108 | 1.3419 | 1.4849 | 1.5633 | 1.3965 |
Largest Winning Trade | 56577 | 56577 | 21559 | 56933 | 56933 | 37253 |
Largest Losing Trade | -21818 | -20061 | -21818 | -48500 | -38958 | -48500 |
Avg Bars in Trades | 80 | 82 | 79 | 80 | 82 | 79 |
Avg Bars in Winners | 103 | 105 | 101 | 103 | 105 | 101 |
Avg Bars in Losers | 60 | 61 | 60 | 60 | 61 | 60 |
Bars Traded | 24536 | 12550 | 11986 | 24536 | 12550 | 11986 |
Profit Streak | 6.812 | 12.6453 | 6.812 | 6.812 | 12.6453 | 6.812 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343391 | 324824 | -338237 | 294855 | 286554 | -164197 |
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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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