Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67557.3939 | 58225.7879 | 9331.6059 | 45915.9451 | 58301.2208 | -12385.2757 |
Total P&L (%) | 67.5574 | 58.2258 | 9.3316 | 45.9159 | 58.3012 | -12.3853 |
Avg Daily Profit (%) | 0.2594 | 0.2236 | 0.0358 | 0.1452 | 0.1765 | -0.0508 |
Buy And Hold Return (%) | 19.0511 | 19.0511 | 19.0511 | 19.0511 | 19.0511 | 19.0511 |
Max Trade Drawdown | -69166 | -40395 | -57155 | -122624 | -81567 | -109811 |
Profit Factor | 1.2282 | 1.4499 | 1.056 | 1.0896 | 1.2572 | 0.9566 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 168 | 85 | 83 | 168 | 85 | 83 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 75.3363 | 76.5766 | 74.1071 | 75.3363 | 76.5766 | 74.1071 |
Ratio Avg Win / Avg Loss | 0.4021 | 0.4435 | 0.369 | 0.3567 | 0.3845 | 0.3342 |
Largest Winning Trade | 10079 | 9769 | 10079 | 12282 | 11521 | 12282 |
Largest Losing Trade | -33165 | -17115 | -33165 | -67751 | -33342 | -67751 |
Avg Bars in Trades | 108 | 108 | 108 | 108 | 108 | 108 |
Avg Bars in Winners | 44 | 48 | 40 | 44 | 48 | 40 |
Avg Bars in Losers | 301 | 302 | 300 | 301 | 302 | 300 |
Bars Traded | 24107 | 12004 | 12103 | 24107 | 12004 | 12103 |
Profit Streak | 12.5195 | 19.6133 | 12.5195 | 12.5195 | 19.6133 | 12.5195 |
Trades During Streak | 14 | 11 | 7 | 14 | 11 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300112 | 284352 | -468001 | -122083 | 227590 | -577356 |
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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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