Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445701.5455 | 341211.1137 | 104490.4318 | 1283786.389 | 857039.1633 | 426747.2257 |
Total P&L (%) | 445.7015 | 341.2111 | 104.4904 | 1283.7864 | 857.0392 | 426.7472 |
Avg Daily Profit (%) | 0.3565 | 0.2729 | 0.0836 | 0.2104 | 0.1808 | 0.133 |
Buy And Hold Return (%) | 14.1854 | 14.1854 | 14.1854 | 14.1854 | 14.1854 | 14.1854 |
Max Trade Drawdown | -92465 | -57105 | -90214 | -520243 | -516829 | -317252 |
Profit Factor | 1.6591 | 2.1195 | 1.2813 | 1.5007 | 1.6664 | 1.334 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 108 | 53 | 55 | 108 | 53 | 55 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 56.25 | 55.2083 | 57.2917 | 56.25 | 55.2083 | 57.2917 |
Ratio Avg Win / Avg Loss | 1.2904 | 1.7196 | 0.9552 | 1.1672 | 1.352 | 0.9944 |
Largest Winning Trade | 107227 | 107227 | 37464 | 334880 | 334880 | 139173 |
Largest Losing Trade | -44330 | -27458 | -44330 | -198793 | -198793 | -166872 |
Avg Bars in Trades | 36 | 46 | 27 | 36 | 46 | 27 |
Avg Bars in Winners | 36 | 41 | 31 | 36 | 41 | 31 |
Avg Bars in Losers | 37 | 52 | 22 | 37 | 52 | 22 |
Bars Traded | 7093 | 4461 | 2632 | 7093 | 4461 | 2632 |
Profit Streak | 26.0402 | 26.0402 | 60.3735 | 26.0402 | 26.0402 | 60.3735 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515108 | 492174 | -80744 | 459194 | 407353 | -14538 |
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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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