Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287759.4595 | 217607.4221 | 70152.0374 | 685159.2008 | 514759.0784 | 170400.1223 |
Total P&L (%) | 287.7595 | 217.6074 | 70.152 | 685.1592 | 514.7591 | 170.4001 |
Avg Daily Profit (%) | 0.5525 | 0.4178 | 0.1347 | 0.3964 | 0.3493 | 0.1912 |
Buy And Hold Return (%) | 77.6844 | 77.6844 | 77.6844 | 77.6844 | 77.6844 | 77.6844 |
Max Trade Drawdown | -81838 | -63557 | -63880 | -173162 | -164893 | -145443 |
Profit Factor | 1.5499 | 1.8635 | 1.2586 | 1.502 | 1.7651 | 1.2462 |
Total Trades | 245 | 123 | 122 | 245 | 123 | 122 |
Winning Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Losing Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Profitability (%) | 42.0408 | 42.2764 | 41.8033 | 42.0408 | 42.2764 | 41.8033 |
Ratio Avg Win / Avg Loss | 2.1368 | 2.5443 | 1.7522 | 2.0707 | 2.41 | 1.7349 |
Largest Winning Trade | 77284 | 77284 | 19652 | 120420 | 120420 | 87280 |
Largest Losing Trade | -20656 | -20656 | -14128 | -97778 | -44945 | -97778 |
Avg Bars in Trades | 100 | 107 | 93 | 100 | 107 | 93 |
Avg Bars in Winners | 138 | 136 | 139 | 138 | 136 | 139 |
Avg Bars in Losers | 73 | 85 | 60 | 73 | 85 | 60 |
Bars Traded | 24648 | 13200 | 11448 | 24648 | 13200 | 11448 |
Profit Streak | 4.5425 | 9.8133 | 0 | 4.5425 | 9.8133 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315929 | 253333 | -182037 | 361826 | 349812 | -1173 |
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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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