Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253497.6025 | 195774.2378 | 57723.3647 | 440624.4519 | 325403.3005 | 115221.1514 |
Total P&L (%) | 253.4976 | 195.7742 | 57.7234 | 440.6245 | 325.4033 | 115.2212 |
Avg Daily Profit (%) | 0.4867 | 0.3759 | 0.1108 | 0.3245 | 0.2784 | 0.1473 |
Buy And Hold Return (%) | 60.4797 | 60.4797 | 60.4797 | 60.4797 | 60.4797 | 60.4797 |
Max Trade Drawdown | -43900 | -43273 | -32766 | -201112 | -139873 | -135580 |
Profit Factor | 1.5398 | 1.7903 | 1.2601 | 1.3463 | 1.4861 | 1.1911 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 93 | 39 | 54 | 93 | 39 | 54 |
Losing Trades | 141 | 78 | 63 | 141 | 78 | 63 |
Profitability (%) | 39.7436 | 33.3333 | 46.1538 | 39.7436 | 33.3333 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.3345 | 3.5806 | 1.4701 | 2.0412 | 2.9722 | 1.3896 |
Largest Winning Trade | 101895 | 101895 | 22135 | 152277 | 152277 | 62676 |
Largest Losing Trade | -12742 | -12277 | -12742 | -48679 | -40469 | -48679 |
Avg Bars in Trades | 105 | 105 | 105 | 105 | 105 | 105 |
Avg Bars in Winners | 158 | 171 | 148 | 158 | 171 | 148 |
Avg Bars in Losers | 70 | 72 | 68 | 70 | 72 | 68 |
Bars Traded | 24721 | 12340 | 12381 | 24721 | 12340 | 12381 |
Profit Streak | 13.9717 | 15.2009 | 13.9717 | 13.9717 | 15.2009 | 13.9717 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318352 | 122325 | -212681 | 299769 | 119591 | -15971 |
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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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