Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237814.4833 | 185132.647 | 52681.8363 | 213295.3185 | 231073.3756 | -17778.0571 |
Total P&L (%) | 237.8145 | 185.1326 | 52.6818 | 213.2953 | 231.0734 | -17.7781 |
Avg Daily Profit (%) | 0.2283 | 0.1777 | 0.0506 | 0.1097 | 0.115 | -0.0188 |
Buy And Hold Return (%) | 28.9871 | 28.9871 | 28.9871 | 28.9871 | 28.9871 | 28.9871 |
Max Trade Drawdown | -77910 | -54624 | -80439 | -200305 | -92678 | -199046 |
Profit Factor | 1.4153 | 1.7324 | 1.1647 | 1.2106 | 1.5595 | 0.9704 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 106 | 54 | 52 | 106 | 54 | 52 |
Losing Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Profitability (%) | 52.7363 | 53.4653 | 52 | 52.7363 | 53.4653 | 52 |
Ratio Avg Win / Avg Loss | 1.2685 | 1.5078 | 1.0751 | 1.085 | 1.3573 | 0.8957 |
Largest Winning Trade | 61670 | 61670 | 26854 | 65059 | 65059 | 33030 |
Largest Losing Trade | -59541 | -30172 | -59541 | -145395 | -57333 | -145395 |
Avg Bars in Trades | 122 | 121 | 123 | 122 | 121 | 123 |
Avg Bars in Winners | 109 | 104 | 114 | 109 | 104 | 114 |
Avg Bars in Losers | 137 | 140 | 133 | 137 | 140 | 133 |
Bars Traded | 24659 | 12278 | 12381 | 24659 | 12278 | 12381 |
Profit Streak | 24.686 | 28.2693 | 24.686 | 24.686 | 28.2693 | 24.686 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417721 | 430966 | -171799 | -44065 | -36145 | -579779 |
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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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