Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198160.8463 | 142089.2484 | 56071.5979 | 396711.0943 | 337855.2406 | 58855.8537 |
Total P&L (%) | 198.1608 | 142.0892 | 56.0716 | 396.7111 | 337.8552 | 58.8559 |
Avg Daily Profit (%) | 0.3805 | 0.2728 | 0.1077 | 0.3082 | 0.2839 | 0.0889 |
Buy And Hold Return (%) | 71.342 | 71.342 | 71.342 | 71.342 | 71.342 | 71.342 |
Max Trade Drawdown | -42824 | -45633 | -32573 | -217906 | -240328 | -158979 |
Profit Factor | 1.639 | 1.9439 | 1.3514 | 1.3041 | 1.5225 | 1.0895 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Losing Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Profitability (%) | 55.3763 | 54.8387 | 55.914 | 55.3763 | 54.8387 | 55.914 |
Ratio Avg Win / Avg Loss | 1.3207 | 1.6009 | 1.0655 | 1.0509 | 1.2538 | 0.859 |
Largest Winning Trade | 25096 | 25096 | 18931 | 93614 | 93614 | 59494 |
Largest Losing Trade | -20605 | -20605 | -17828 | -113982 | -113982 | -83192 |
Avg Bars in Trades | 131 | 133 | 130 | 131 | 133 | 130 |
Avg Bars in Winners | 121 | 129 | 112 | 121 | 129 | 112 |
Avg Bars in Losers | 145 | 137 | 153 | 145 | 137 | 153 |
Bars Traded | 24536 | 12387 | 12150 | 24536 | 12387 | 12150 |
Profit Streak | 6.4117 | 9.8284 | 0 | 6.4117 | 9.8284 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347065 | 210559 | -214750 | 341608 | 326572 | -363916 |
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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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