Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99824.5729 | 76926.1973 | 22898.3756 | 80404.9062 | 91059.4601 | -10654.5539 |
Total P&L (%) | 99.8246 | 76.9262 | 22.8984 | 80.4049 | 91.0595 | -10.6546 |
Avg Daily Profit (%) | 0.3833 | 0.2954 | 0.0879 | 0.2268 | 0.2489 | -0.0433 |
Buy And Hold Return (%) | 15.6569 | 15.6569 | 15.6569 | 15.6569 | 15.6569 | 15.6569 |
Max Trade Drawdown | -52026 | -31438 | -45683 | -128066 | -65129 | -127319 |
Profit Factor | 1.2634 | 1.4257 | 1.1155 | 1.1035 | 1.2509 | 0.9742 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 148 | 75 | 73 | 148 | 75 | 73 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 67.5799 | 68.8073 | 66.3636 | 67.5799 | 68.8073 | 66.3636 |
Ratio Avg Win / Avg Loss | 0.6061 | 0.6463 | 0.5654 | 0.5294 | 0.5671 | 0.4938 |
Largest Winning Trade | 11416 | 11416 | 9347 | 17103 | 17103 | 15390 |
Largest Losing Trade | -38909 | -20455 | -38909 | -110902 | -44150 | -110902 |
Avg Bars in Trades | 112 | 110 | 114 | 112 | 110 | 114 |
Avg Bars in Winners | 77 | 71 | 83 | 77 | 71 | 83 |
Avg Bars in Losers | 185 | 194 | 176 | 185 | 194 | 176 |
Bars Traded | 24614 | 12002 | 12612 | 24614 | 12002 | 12612 |
Profit Streak | 3.5732 | 0 | 7.6149 | 3.5732 | 0 | 7.6149 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301710 | 261623 | -190577 | -100301 | 231220 | -578751 |
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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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