Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176438.9662 | 158076.5034 | 18362.4628 | 78609.5797 | 32532.7301 | 46076.8497 |
Total P&L (%) | 176.439 | 158.0765 | 18.3625 | 78.6096 | 32.5327 | 46.0769 |
Avg Daily Profit (%) | 0.1694 | 0.1518 | 0.0176 | 0.0557 | 0.027 | 0.0364 |
Buy And Hold Return (%) | 13.6752 | 13.6752 | 13.6752 | 13.6752 | 13.6752 | 13.6752 |
Max Trade Drawdown | -112375 | -85794 | -71693 | -169895 | -136299 | -73355 |
Profit Factor | 1.2257 | 1.3536 | 1.0549 | 1.0767 | 1.0537 | 1.1099 |
Total Trades | 287 | 144 | 143 | 287 | 144 | 143 |
Winning Trades | 143 | 69 | 74 | 143 | 69 | 74 |
Losing Trades | 144 | 75 | 69 | 144 | 75 | 69 |
Profitability (%) | 49.8258 | 47.9167 | 51.7483 | 49.8258 | 47.9167 | 51.7483 |
Ratio Avg Win / Avg Loss | 1.2343 | 1.4713 | 0.9836 | 1.0842 | 1.1453 | 1.0349 |
Largest Winning Trade | 69275 | 69275 | 21256 | 62432 | 62432 | 36797 |
Largest Losing Trade | -28374 | -28374 | -22341 | -45707 | -45707 | -39675 |
Avg Bars in Trades | 85 | 98 | 73 | 85 | 98 | 73 |
Avg Bars in Winners | 98 | 106 | 91 | 98 | 106 | 91 |
Avg Bars in Losers | 73 | 91 | 54 | 73 | 91 | 54 |
Bars Traded | 24660 | 14181 | 10479 | 24660 | 14181 | 10479 |
Profit Streak | 11.8069 | 11.8069 | 12.3069 | 11.8069 | 11.8069 | 12.3069 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342378 | 261496 | -389597 | -253037 | -322922 | -246087 |
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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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