Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193001.2549 | 146603.9927 | 46397.2622 | 325421.0237 | 273470.694 | 51950.3297 |
Total P&L (%) | 193.0013 | 146.604 | 46.3973 | 325.421 | 273.4707 | 51.9503 |
Avg Daily Profit (%) | 0.3706 | 0.2815 | 0.0891 | 0.2784 | 0.2533 | 0.0804 |
Buy And Hold Return (%) | 73.3069 | 73.3069 | 73.3069 | 73.3069 | 73.3069 | 73.3069 |
Max Trade Drawdown | -53197 | -31768 | -38795 | -165557 | -81702 | -184818 |
Profit Factor | 1.4712 | 1.812 | 1.2026 | 1.3417 | 1.6644 | 1.0961 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Losing Trades | 115 | 56 | 59 | 115 | 56 | 59 |
Profitability (%) | 48.8889 | 50 | 47.7876 | 48.8889 | 50 | 47.7876 |
Ratio Avg Win / Avg Loss | 1.5381 | 1.812 | 1.3139 | 1.4027 | 1.6644 | 1.1976 |
Largest Winning Trade | 34411 | 33194 | 34411 | 76066 | 76066 | 65983 |
Largest Losing Trade | -14474 | -12334 | -14474 | -55647 | -45298 | -55647 |
Avg Bars in Trades | 109 | 109 | 109 | 109 | 109 | 109 |
Avg Bars in Winners | 140 | 138 | 141 | 140 | 138 | 141 |
Avg Bars in Losers | 80 | 80 | 80 | 80 | 80 | 80 |
Bars Traded | 24666 | 12298 | 12368 | 24666 | 12298 | 12368 |
Profit Streak | 6.3415 | 12.9665 | 6.3415 | 6.3415 | 12.9665 | 6.3415 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332104 | 184353 | -241308 | 293054 | 324840 | -367274 |
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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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