Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355183.0219 | 303151.9946 | 52031.0273 | 910419.2638 | 662640.9519 | 247778.3119 |
Total P&L (%) | 355.183 | 303.152 | 52.031 | 910.4193 | 662.641 | 247.7783 |
Avg Daily Profit (%) | 0.341 | 0.291 | 0.05 | 0.2223 | 0.1952 | 0.1197 |
Buy And Hold Return (%) | 230.4828 | 230.4828 | 230.4828 | 230.4828 | 230.4828 | 230.4828 |
Max Trade Drawdown | -63719 | -33694 | -56921 | -203008 | -205380 | -155217 |
Profit Factor | 1.7532 | 2.2739 | 1.2227 | 1.5802 | 1.8064 | 1.3315 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Losing Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Profitability (%) | 45.9716 | 45.7143 | 46.2264 | 45.9716 | 45.7143 | 46.2264 |
Ratio Avg Win / Avg Loss | 2.0604 | 2.7003 | 1.4223 | 1.8572 | 2.1451 | 1.5489 |
Largest Winning Trade | 132294 | 132294 | 28464 | 295142 | 295142 | 166104 |
Largest Losing Trade | -15329 | -13868 | -15329 | -111704 | -111704 | -69619 |
Avg Bars in Trades | 117 | 116 | 118 | 117 | 116 | 118 |
Avg Bars in Winners | 158 | 151 | 164 | 158 | 151 | 164 |
Avg Bars in Losers | 82 | 86 | 79 | 82 | 86 | 79 |
Bars Traded | 24798 | 12229 | 12569 | 24798 | 12229 | 12569 |
Profit Streak | 15.2687 | 24.9354 | 15.2687 | 15.2687 | 24.9354 | 15.2687 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 118226 | -55875 | -293040 | 358271 | 262267 | -174884 |
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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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