Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159836.4816 | 103316.5211 | 56519.9605 | 282986.1642 | 187866.8942 | 95119.27 |
Total P&L (%) | 159.8365 | 103.3165 | 56.52 | 282.9862 | 187.8669 | 95.1193 |
Avg Daily Profit (%) | 0.6138 | 0.3967 | 0.217 | 0.517 | 0.4068 | 0.257 |
Buy And Hold Return (%) | 17.1429 | 17.1429 | 17.1429 | 17.1429 | 17.1429 | 17.1429 |
Max Trade Drawdown | -34630 | -21692 | -29632 | -132535 | -85989 | -117387 |
Profit Factor | 1.5897 | 1.7304 | 1.4361 | 1.3035 | 1.3891 | 1.2116 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Losing Trades | 143 | 73 | 70 | 143 | 73 | 70 |
Profitability (%) | 41.6327 | 40.1639 | 43.0894 | 41.6327 | 40.1639 | 43.0894 |
Ratio Avg Win / Avg Loss | 2.2287 | 2.5779 | 1.8967 | 1.8274 | 2.0694 | 1.6002 |
Largest Winning Trade | 33275 | 33275 | 20353 | 70867 | 70867 | 43679 |
Largest Losing Trade | -13065 | -6486 | -13065 | -52542 | -25838 | -52542 |
Avg Bars in Trades | 101 | 100 | 101 | 101 | 100 | 101 |
Avg Bars in Winners | 141 | 147 | 136 | 141 | 147 | 136 |
Avg Bars in Losers | 72 | 69 | 74 | 72 | 69 | 74 |
Bars Traded | 24768 | 12304 | 12464 | 24768 | 12304 | 12464 |
Profit Streak | 1.766 | 0 | 5.7243 | 1.766 | 0 | 5.7243 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304991 | 233383 | 137122 | 212244 | 204384 | 167689 |
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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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