Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295463.7738 | 210318.8735 | 85144.9003 | 791864.2433 | 475350.5108 | 316513.7326 |
Total P&L (%) | 295.4638 | 210.3189 | 85.1449 | 791.8642 | 475.3505 | 316.5137 |
Avg Daily Profit (%) | 0.5673 | 0.4038 | 0.1635 | 0.421 | 0.3365 | 0.2743 |
Buy And Hold Return (%) | 64.4928 | 64.4928 | 64.4928 | 64.4928 | 64.4928 | 64.4928 |
Max Trade Drawdown | -89661 | -59996 | -68753 | -165960 | -152869 | -117409 |
Profit Factor | 1.6248 | 1.914 | 1.3507 | 1.6174 | 1.6897 | 1.5335 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Losing Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Profitability (%) | 45.1754 | 45.614 | 44.7368 | 45.1754 | 45.614 | 44.7368 |
Ratio Avg Win / Avg Loss | 1.9719 | 2.2821 | 1.6685 | 1.9629 | 2.0147 | 1.8943 |
Largest Winning Trade | 68853 | 68853 | 19990 | 127344 | 127344 | 68130 |
Largest Losing Trade | -22001 | -22001 | -17201 | -80118 | -70921 | -80118 |
Avg Bars in Trades | 108 | 113 | 103 | 108 | 113 | 103 |
Avg Bars in Winners | 138 | 135 | 141 | 138 | 135 | 141 |
Avg Bars in Losers | 83 | 94 | 72 | 83 | 94 | 72 |
Bars Traded | 24734 | 12937 | 11797 | 24734 | 12937 | 11797 |
Profit Streak | 5.2697 | 0 | 15.2072 | 5.2697 | 0 | 15.2072 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417259 | 273342 | -58717 | 448133 | 340701 | 291020 |
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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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