Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257082.1129 | 193747.9256 | 63334.1873 | 536747.0069 | 384848.5663 | 151898.4406 |
Total P&L (%) | 257.0821 | 193.7479 | 63.3342 | 536.747 | 384.8486 | 151.8984 |
Avg Daily Profit (%) | 0.4936 | 0.372 | 0.1216 | 0.3561 | 0.3036 | 0.1775 |
Buy And Hold Return (%) | 85.8092 | 85.8092 | 85.8092 | 85.8092 | 85.8092 | 85.8092 |
Max Trade Drawdown | -59802 | -44683 | -47442 | -316916 | -170679 | -247238 |
Profit Factor | 1.5097 | 1.7884 | 1.2449 | 1.3221 | 1.4609 | 1.1828 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 118 | 56 | 62 | 118 | 56 | 62 |
Losing Trades | 130 | 68 | 62 | 130 | 68 | 62 |
Profitability (%) | 47.5806 | 45.1613 | 50 | 47.5806 | 45.1613 | 50 |
Ratio Avg Win / Avg Loss | 1.6632 | 2.1716 | 1.2449 | 1.4566 | 1.774 | 1.1828 |
Largest Winning Trade | 64130 | 64130 | 17510 | 193085 | 193085 | 62311 |
Largest Losing Trade | -24238 | -13049 | -24238 | -65998 | -48987 | -65998 |
Avg Bars in Trades | 99 | 104 | 95 | 99 | 104 | 95 |
Avg Bars in Winners | 110 | 108 | 112 | 110 | 108 | 112 |
Avg Bars in Losers | 90 | 101 | 78 | 90 | 101 | 78 |
Bars Traded | 24772 | 12949 | 11823 | 24772 | 12949 | 11823 |
Profit Streak | 6.3286 | 16.5995 | 6.3286 | 6.3286 | 16.5995 | 6.3286 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376063 | 222205 | -196802 | 361734 | 279088 | -20595 |
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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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