Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91965.9489 | 70931.8842 | 21034.0647 | 66116.7647 | 76059.5483 | -9942.7836 |
Total P&L (%) | 91.9659 | 70.9319 | 21.0341 | 66.1168 | 76.0595 | -9.9428 |
Avg Daily Profit (%) | 0.3531 | 0.2724 | 0.0808 | 0.1951 | 0.2174 | -0.0402 |
Buy And Hold Return (%) | 13.2356 | 13.2356 | 13.2356 | 13.2356 | 13.2356 | 13.2356 |
Max Trade Drawdown | -52753 | -37137 | -71687 | -115611 | -69889 | -134022 |
Profit Factor | 1.1793 | 1.3099 | 1.074 | 1.0746 | 1.1916 | 0.9797 |
Total Trades | 622 | 311 | 311 | 622 | 311 | 311 |
Winning Trades | 489 | 247 | 242 | 489 | 247 | 242 |
Losing Trades | 133 | 64 | 69 | 133 | 64 | 69 |
Profitability (%) | 78.6174 | 79.4212 | 77.8135 | 78.6174 | 79.4212 | 77.8135 |
Ratio Avg Win / Avg Loss | 0.3207 | 0.3394 | 0.3062 | 0.2923 | 0.3088 | 0.2793 |
Largest Winning Trade | 7285 | 6312 | 7285 | 10007 | 9063 | 10007 |
Largest Losing Trade | -40921 | -20762 | -40921 | -71253 | -32326 | -71253 |
Avg Bars in Trades | 39 | 38 | 40 | 39 | 38 | 40 |
Avg Bars in Winners | 18 | 18 | 17 | 18 | 18 | 17 |
Avg Bars in Losers | 118 | 115 | 120 | 118 | 115 | 120 |
Bars Traded | 24685 | 12031 | 12654 | 24685 | 12031 | 12654 |
Profit Streak | 3.2104 | 3.2104 | 6.95 | 3.2104 | 3.2104 | 6.95 |
Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10170 | 325418 | -230516 | -128003 | -1098 | -575788 |
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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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