Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143956.9432 | 98473.853 | 45483.0902 | 176790.9711 | 189055.1342 | -12264.1631 |
Total P&L (%) | 143.9569 | 98.4739 | 45.4831 | 176.791 | 189.0551 | -12.2642 |
Avg Daily Profit (%) | 0.5528 | 0.3781 | 0.1747 | 0.3917 | 0.4084 | -0.0502 |
Buy And Hold Return (%) | 10.2106 | 10.2106 | 10.2106 | 10.2106 | 10.2106 | 10.2106 |
Max Trade Drawdown | -57276 | -24824 | -52888 | -240256 | -88479 | -199833 |
Profit Factor | 1.3073 | 1.4351 | 1.1879 | 1.1268 | 1.2876 | 0.9834 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 202 | 100 | 102 | 202 | 100 | 102 |
Losing Trades | 104 | 53 | 51 | 104 | 53 | 51 |
Profitability (%) | 66.0131 | 65.3595 | 66.6667 | 66.0131 | 65.3595 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.6731 | 0.7606 | 0.5939 | 0.5801 | 0.6824 | 0.4917 |
Largest Winning Trade | 14487 | 10643 | 14487 | 52717 | 32275 | 52717 |
Largest Losing Trade | -38163 | -15906 | -38163 | -142573 | -46859 | -142573 |
Avg Bars in Trades | 81 | 80 | 81 | 81 | 80 | 81 |
Avg Bars in Winners | 54 | 53 | 56 | 54 | 53 | 56 |
Avg Bars in Losers | 132 | 131 | 132 | 132 | 131 | 132 |
Bars Traded | 24813 | 12337 | 12476 | 24813 | 12337 | 12476 |
Profit Streak | 4.7176 | 4.7176 | 15.0405 | 4.7176 | 4.7176 | 15.0405 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442665 | 348469 | -7309 | -70301 | 325326 | -578144 |
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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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