Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282470.7541 | 207753.6685 | 74717.0856 | 656167.0512 | 471386.3156 | 184780.7356 |
Total P&L (%) | 282.4708 | 207.7537 | 74.7171 | 656.1671 | 471.3863 | 184.7807 |
Avg Daily Profit (%) | 0.5423 | 0.3989 | 0.1435 | 0.3892 | 0.3352 | 0.2011 |
Buy And Hold Return (%) | 68.4442 | 68.4442 | 68.4442 | 68.4442 | 68.4442 | 68.4442 |
Max Trade Drawdown | -36164 | -45390 | -35706 | -271090 | -231785 | -231403 |
Profit Factor | 1.5447 | 1.7952 | 1.2904 | 1.3083 | 1.4435 | 1.1734 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 129 | 62 | 67 | 129 | 62 | 67 |
Losing Trades | 155 | 80 | 75 | 155 | 80 | 75 |
Profitability (%) | 45.4225 | 43.662 | 47.1831 | 45.4225 | 43.662 | 47.1831 |
Ratio Avg Win / Avg Loss | 1.856 | 2.3164 | 1.4444 | 1.572 | 1.8626 | 1.3135 |
Largest Winning Trade | 91849 | 91849 | 21994 | 190927 | 190927 | 86854 |
Largest Losing Trade | -11788 | -8932 | -11788 | -67327 | -55596 | -67327 |
Avg Bars in Trades | 87 | 86 | 88 | 87 | 86 | 88 |
Avg Bars in Winners | 116 | 118 | 114 | 116 | 118 | 114 |
Avg Bars in Losers | 62 | 61 | 64 | 62 | 61 | 64 |
Bars Traded | 24726 | 12213 | 12513 | 24726 | 12213 | 12513 |
Profit Streak | 9.4697 | 15.6155 | 9.4697 | 9.4697 | 15.6155 | 9.4697 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425194 | 287163 | -139945 | 416995 | 327738 | -26698 |
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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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