Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384784.4324 | 262458.5208 | 122325.9115 | 1952986.5411 | 1291948.288 | 661038.2532 |
Total P&L (%) | 384.7844 | 262.4585 | 122.3259 | 1952.9865 | 1291.9483 | 661.0383 |
Avg Daily Profit (%) | 0.7388 | 0.5039 | 0.2349 | 0.5819 | 0.5069 | 0.3904 |
Buy And Hold Return (%) | 64.0108 | 64.0108 | 64.0108 | 64.0108 | 64.0108 | 64.0108 |
Max Trade Drawdown | -54995 | -36730 | -26967 | -374343 | -244076 | -266077 |
Profit Factor | 1.7907 | 2.1142 | 1.4872 | 1.6087 | 1.7832 | 1.4241 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Losing Trades | 152 | 77 | 75 | 152 | 77 | 75 |
Profitability (%) | 40.625 | 39.8438 | 41.4063 | 40.625 | 39.8438 | 41.4063 |
Ratio Avg Win / Avg Loss | 2.6172 | 3.192 | 2.1045 | 2.3512 | 2.6923 | 2.0153 |
Largest Winning Trade | 73202 | 73202 | 26586 | 478796 | 478796 | 182936 |
Largest Losing Trade | -11549 | -11251 | -11549 | -134198 | -105338 | -134198 |
Avg Bars in Trades | 96 | 97 | 95 | 96 | 97 | 95 |
Avg Bars in Winners | 132 | 133 | 131 | 132 | 133 | 131 |
Avg Bars in Losers | 71 | 74 | 69 | 71 | 74 | 69 |
Bars Traded | 24716 | 12524 | 12192 | 24716 | 12524 | 12192 |
Profit Streak | 12.5667 | 13.2542 | 12.5667 | 12.5667 | 13.2542 | 12.5667 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489475 | 304292 | -734 | 467288 | 373995 | 291896 |
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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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