Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242948.9079 | 181629.3636 | 61319.5443 | 555862.4943 | 425200.6555 | 130661.8388 |
Total P&L (%) | 242.9489 | 181.6294 | 61.3195 | 555.8625 | 425.2007 | 130.6618 |
Avg Daily Profit (%) | 0.4665 | 0.3487 | 0.1177 | 0.3618 | 0.319 | 0.1606 |
Buy And Hold Return (%) | 70.3037 | 70.3037 | 70.3037 | 70.3037 | 70.3037 | 70.3037 |
Max Trade Drawdown | -48421 | -35899 | -39789 | -349413 | -207685 | -295362 |
Profit Factor | 1.5713 | 1.8578 | 1.2872 | 1.3017 | 1.4416 | 1.1485 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Losing Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Profitability (%) | 48.1982 | 48.6486 | 47.7477 | 48.1982 | 48.6486 | 47.7477 |
Ratio Avg Win / Avg Loss | 1.6888 | 1.961 | 1.4086 | 1.399 | 1.5217 | 1.2569 |
Largest Winning Trade | 37823 | 37823 | 26540 | 142238 | 142238 | 95747 |
Largest Losing Trade | -12549 | -12549 | -12397 | -107365 | -79645 | -107365 |
Avg Bars in Trades | 111 | 120 | 102 | 111 | 120 | 102 |
Avg Bars in Winners | 141 | 158 | 125 | 141 | 158 | 125 |
Avg Bars in Losers | 82 | 84 | 81 | 82 | 84 | 81 |
Bars Traded | 24727 | 13355 | 11372 | 24727 | 13355 | 11372 |
Profit Streak | 7.7818 | 12.9693 | 7.7818 | 7.7818 | 12.9693 | 7.7818 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413926 | 327177 | -202626 | 394810 | 367747 | -58729 |
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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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