Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90760.5294 | 60811.2709 | 29949.2585 | 96794.3106 | 83488.8429 | 13305.4677 |
Total P&L (%) | 90.7605 | 60.8113 | 29.9493 | 96.7943 | 83.4888 | 13.3055 |
Avg Daily Profit (%) | 0.3485 | 0.2335 | 0.115 | 0.2603 | 0.2334 | 0.048 |
Buy And Hold Return (%) | 13.6711 | 13.6711 | 13.6711 | 13.6711 | 13.6711 | 13.6711 |
Max Trade Drawdown | -46192 | -42761 | -40164 | -48684 | -38931 | -39365 |
Profit Factor | 1.3486 | 1.5224 | 1.2081 | 1.326 | 1.6819 | 1.0763 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Losing Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Profitability (%) | 46.4789 | 47.8873 | 45.0704 | 46.4789 | 47.8873 | 45.0704 |
Ratio Avg Win / Avg Loss | 1.553 | 1.6568 | 1.4723 | 1.5269 | 1.8303 | 1.3117 |
Largest Winning Trade | 17145 | 17145 | 14637 | 18315 | 18315 | 15737 |
Largest Losing Trade | -19439 | -15842 | -19439 | -23897 | -15690 | -23897 |
Avg Bars in Trades | 171 | 172 | 169 | 171 | 172 | 169 |
Avg Bars in Winners | 226 | 223 | 229 | 226 | 223 | 229 |
Avg Bars in Losers | 123 | 126 | 120 | 123 | 126 | 120 |
Bars Traded | 24284 | 12257 | 12027 | 24284 | 12257 | 12027 |
Profit Streak | 6.9634 | 7.8697 | 6.9634 | 6.9634 | 7.8697 | 6.9634 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320669 | -79861 | -135149 | 297211 | -78002 | -520842 |
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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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