Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140820.2841 | 96802.7255 | 44017.5586 | 171312.5166 | 142152.8919 | 29159.6247 |
Total P&L (%) | 140.8203 | 96.8027 | 44.0176 | 171.3125 | 142.1529 | 29.1596 |
Avg Daily Profit (%) | 0.5407 | 0.3717 | 0.169 | 0.384 | 0.3402 | 0.0983 |
Buy And Hold Return (%) | 16.9349 | 16.9349 | 16.9349 | 16.9349 | 16.9349 | 16.9349 |
Max Trade Drawdown | -48191 | -23990 | -64765 | -141965 | -72170 | -176335 |
Profit Factor | 1.3725 | 1.5388 | 1.2219 | 1.1779 | 1.3083 | 1.0581 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 162 | 82 | 80 | 162 | 82 | 80 |
Losing Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Profitability (%) | 71.0526 | 71.9298 | 70.1754 | 71.0526 | 71.9298 | 70.1754 |
Ratio Avg Win / Avg Loss | 0.5592 | 0.6005 | 0.5193 | 0.4799 | 0.5106 | 0.4497 |
Largest Winning Trade | 11916 | 11916 | 11895 | 21346 | 21346 | 19468 |
Largest Losing Trade | -39023 | -18099 | -39023 | -113101 | -48340 | -113101 |
Avg Bars in Trades | 108 | 106 | 109 | 108 | 106 | 109 |
Avg Bars in Winners | 61 | 58 | 64 | 61 | 58 | 64 |
Avg Bars in Losers | 223 | 230 | 217 | 223 | 230 | 217 |
Bars Traded | 24679 | 12177 | 12502 | 24679 | 12177 | 12502 |
Profit Streak | 2.6554 | 2.6554 | 6.7387 | 2.6554 | 2.6554 | 6.7387 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393268 | 292047 | 152485 | -15778 | 262437 | -226351 |
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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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