Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285607.3127 | 216076.1803 | 69531.1324 | 635071.2546 | 470513.1018 | 164558.1529 |
Total P&L (%) | 285.6073 | 216.0762 | 69.5311 | 635.0713 | 470.5131 | 164.5582 |
Avg Daily Profit (%) | 0.5484 | 0.4149 | 0.1335 | 0.3837 | 0.3349 | 0.187 |
Buy And Hold Return (%) | 69.3091 | 69.3091 | 69.3091 | 69.3091 | 69.3091 | 69.3091 |
Max Trade Drawdown | -63129 | -43098 | -33569 | -238370 | -170144 | -249389 |
Profit Factor | 1.582 | 1.8662 | 1.2882 | 1.3601 | 1.5171 | 1.1928 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 128 | 67 | 61 | 128 | 67 | 61 |
Profitability (%) | 39.3365 | 36.7925 | 41.9048 | 39.3365 | 36.7925 | 41.9048 |
Ratio Avg Win / Avg Loss | 2.4397 | 3.206 | 1.7859 | 2.0975 | 2.6063 | 1.6536 |
Largest Winning Trade | 90223 | 90223 | 24502 | 214488 | 214488 | 93770 |
Largest Losing Trade | -10941 | -10652 | -10941 | -79268 | -79268 | -73996 |
Avg Bars in Trades | 115 | 122 | 109 | 115 | 122 | 109 |
Avg Bars in Winners | 166 | 169 | 163 | 166 | 169 | 163 |
Avg Bars in Losers | 82 | 95 | 69 | 82 | 95 | 69 |
Bars Traded | 24447 | 12997 | 11450 | 24447 | 12997 | 11450 |
Profit Streak | 9.0476 | 15.8601 | 9.0476 | 9.0476 | 15.8601 | 9.0476 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336239 | 198008 | -181786 | 327901 | 239837 | -7551 |
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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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