Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267664.5874 | 199344.6488 | 68319.9386 | 597179.3732 | 465729.5662 | 131449.807 |
Total P&L (%) | 267.6646 | 199.3446 | 68.3199 | 597.1794 | 465.7296 | 131.4498 |
Avg Daily Profit (%) | 0.5139 | 0.3827 | 0.1312 | 0.3735 | 0.3333 | 0.1613 |
Buy And Hold Return (%) | 65.6141 | 65.6141 | 65.6141 | 65.6141 | 65.6141 | 65.6141 |
Max Trade Drawdown | -58599 | -56623 | -69972 | -292247 | -148414 | -267841 |
Profit Factor | 1.5761 | 1.9165 | 1.2765 | 1.4012 | 1.6742 | 1.1648 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 114 | 61 | 53 | 114 | 61 | 53 |
Losing Trades | 107 | 50 | 57 | 107 | 50 | 57 |
Profitability (%) | 51.5837 | 54.955 | 48.1818 | 51.5837 | 54.955 | 48.1818 |
Ratio Avg Win / Avg Loss | 1.4794 | 1.5709 | 1.3728 | 1.3152 | 1.3723 | 1.2527 |
Largest Winning Trade | 48165 | 48165 | 17504 | 190196 | 190196 | 75065 |
Largest Losing Trade | -29104 | -27721 | -29104 | -189794 | -100324 | -189794 |
Avg Bars in Trades | 111 | 112 | 109 | 111 | 112 | 109 |
Avg Bars in Winners | 127 | 129 | 124 | 127 | 129 | 124 |
Avg Bars in Losers | 94 | 92 | 95 | 94 | 92 | 95 |
Bars Traded | 24547 | 12524 | 12023 | 24547 | 12524 | 12023 |
Profit Streak | 6.2513 | 6.2513 | 6.8555 | 6.2513 | 6.2513 | 6.8555 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427820 | 369116 | -171765 | 438608 | 407840 | -39651 |
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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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