Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102532.3809 | 82996.3205 | 19536.0604 | 155041.8105 | 119417.5557 | 35624.2548 |
Total P&L (%) | 102.5324 | 82.9963 | 19.5361 | 155.0418 | 119.4176 | 35.6243 |
Avg Daily Profit (%) | 1.1811 | 0.9561 | 0.225 | 1.0844 | 0.9093 | 0.3516 |
Buy And Hold Return (%) | 68.0271 | 68.0271 | 68.0271 | 68.0271 | 68.0271 | 68.0271 |
Max Trade Drawdown | -24953 | -18234 | -11564 | -40323 | -29604 | -16596 |
Profit Factor | 1.7492 | 2.028 | 1.3482 | 1.7712 | 1.9942 | 1.4402 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Losing Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Profitability (%) | 56.4706 | 58.8235 | 54.1176 | 56.4706 | 58.8235 | 54.1176 |
Ratio Avg Win / Avg Loss | 1.3484 | 1.4196 | 1.143 | 1.3653 | 1.396 | 1.2211 |
Largest Winning Trade | 12906 | 12906 | 6715 | 21722 | 21722 | 14323 |
Largest Losing Trade | -8214 | -8214 | -4621 | -14589 | -14589 | -7120 |
Avg Bars in Trades | 145 | 161 | 129 | 145 | 161 | 129 |
Avg Bars in Winners | 157 | 182 | 129 | 157 | 182 | 129 |
Avg Bars in Losers | 129 | 131 | 128 | 129 | 131 | 128 |
Bars Traded | 24682 | 13715 | 10967 | 24682 | 13715 | 10967 |
Profit Streak | 5.0562 | 5.8757 | 5.0562 | 5.0562 | 5.8757 | 5.0562 |
Trades During Streak | 9 | 6 | 4 | 9 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 238756 | -81114 | -157350 | 422514 | 272821 | -155983 |
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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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