Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163867.6703 | 154547.3597 | 9320.3107 | 76042.6946 | 67757.6859 | 8285.0087 |
Total P&L (%) | 163.8677 | 154.5474 | 9.3203 | 76.0427 | 67.7577 | 8.285 |
Avg Daily Profit (%) | 0.3146 | 0.2967 | 0.0179 | 0.1086 | 0.0994 | 0.0153 |
Buy And Hold Return (%) | 30.8904 | 30.8904 | 30.8904 | 30.8904 | 30.8904 | 30.8904 |
Max Trade Drawdown | -79988 | -79489 | -8003 | -191519 | -189479 | -13043 |
Profit Factor | 1.6172 | 1.6441 | 1.3651 | 1.1692 | 1.1644 | 1.2218 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 57.5758 | 57.1429 | 58 | 57.5758 | 57.1429 | 58 |
Ratio Avg Win / Avg Loss | 1.1917 | 1.233 | 0.9885 | 0.8615 | 0.8733 | 0.8847 |
Largest Winning Trade | 135629 | 135629 | 2938 | 169961 | 169961 | 7157 |
Largest Losing Trade | -45460 | -45460 | -4000 | -118095 | -118095 | -4590 |
Avg Bars in Trades | 230 | 459 | 6 | 230 | 459 | 6 |
Avg Bars in Winners | 168 | 335 | 7 | 168 | 335 | 7 |
Avg Bars in Losers | 316 | 626 | 5 | 316 | 626 | 5 |
Bars Traded | 22861 | 22532 | 329 | 22861 | 22532 | 329 |
Profit Streak | 32.1002 | 32.1211 | 32.1002 | 32.1002 | 32.1211 | 32.1002 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399437 | 364057 | -514122 | -86193 | -106259 | -518757 |
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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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