Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350670.8743 | 289078.8365 | 61592.0378 | 926340.3716 | 718955.4204 | 207384.9512 |
Total P&L (%) | 350.6709 | 289.0788 | 61.592 | 926.3404 | 718.9554 | 207.385 |
Avg Daily Profit (%) | 0.3366 | 0.2775 | 0.0591 | 0.2238 | 0.2021 | 0.1079 |
Buy And Hold Return (%) | 263.4552 | 263.4552 | 263.4552 | 263.4552 | 263.4552 | 263.4552 |
Max Trade Drawdown | -70145 | -28474 | -81614 | -203827 | -89241 | -224516 |
Profit Factor | 1.7456 | 2.3486 | 1.2406 | 1.6552 | 2.1545 | 1.2622 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 106 | 54 | 52 | 106 | 54 | 52 |
Profitability (%) | 45.3608 | 44.3299 | 46.3918 | 45.3608 | 44.3299 | 46.3918 |
Ratio Avg Win / Avg Loss | 2.1026 | 2.9493 | 1.4336 | 1.9938 | 2.7056 | 1.4585 |
Largest Winning Trade | 98499 | 98499 | 21244 | 212467 | 212467 | 85135 |
Largest Losing Trade | -29790 | -11084 | -29790 | -139711 | -60397 | -139711 |
Avg Bars in Trades | 127 | 124 | 130 | 127 | 124 | 130 |
Avg Bars in Winners | 165 | 164 | 166 | 165 | 164 | 166 |
Avg Bars in Losers | 96 | 93 | 99 | 96 | 93 | 99 |
Bars Traded | 24709 | 12079 | 12630 | 24709 | 12079 | 12630 |
Profit Streak | 25.0712 | 25.0712 | 28.4046 | 25.0712 | 25.0712 | 28.4046 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49932 | -124238 | -280259 | 341244 | 263724 | -215152 |
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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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