Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191030.9393 | 123723.7552 | 67307.1841 | 404039.5604 | 261126.0771 | 142913.4833 |
Total P&L (%) | 191.0309 | 123.7238 | 67.3072 | 404.0396 | 261.1261 | 142.9135 |
Avg Daily Profit (%) | 0.7335 | 0.4751 | 0.2585 | 0.623 | 0.4943 | 0.3414 |
Buy And Hold Return (%) | 30.0684 | 30.0684 | 30.0684 | 30.0684 | 30.0684 | 30.0684 |
Max Trade Drawdown | -38548 | -21584 | -34110 | -168717 | -85372 | -151137 |
Profit Factor | 1.7168 | 1.9161 | 1.5121 | 1.4219 | 1.5368 | 1.3033 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 98 | 47 | 51 | 98 | 47 | 51 |
Losing Trades | 130 | 67 | 63 | 130 | 67 | 63 |
Profitability (%) | 42.9825 | 41.2281 | 44.7368 | 42.9825 | 41.2281 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.2774 | 2.7314 | 1.8679 | 1.8862 | 2.1908 | 1.6099 |
Largest Winning Trade | 36010 | 36010 | 23440 | 83246 | 83246 | 56414 |
Largest Losing Trade | -12214 | -6164 | -12214 | -58038 | -28489 | -58038 |
Avg Bars in Trades | 108 | 106 | 110 | 108 | 106 | 110 |
Avg Bars in Winners | 150 | 151 | 150 | 150 | 151 | 150 |
Avg Bars in Losers | 76 | 74 | 79 | 76 | 74 | 79 |
Bars Traded | 24749 | 12109 | 12640 | 24749 | 12109 | 12640 |
Profit Streak | 0.9352 | 3.456 | 0 | 0.9352 | 3.456 | 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 | 325676 | 221983 | 58300 | 259900 | 268365 | 172739 |
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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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