Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100815.4351 | 73013.1163 | 27802.3188 | 123759.4683 | 113244.5996 | 10514.8687 |
Total P&L (%) | 100.8154 | 73.0131 | 27.8023 | 123.7595 | 113.2446 | 10.5149 |
Avg Daily Profit (%) | 0.3871 | 0.2804 | 0.1068 | 0.3097 | 0.2912 | 0.0384 |
Buy And Hold Return (%) | 26.2538 | 26.2538 | 26.2538 | 26.2538 | 26.2538 | 26.2538 |
Max Trade Drawdown | -39155 | -25680 | -41685 | -116461 | -74485 | -124562 |
Profit Factor | 1.4174 | 1.6764 | 1.2081 | 1.2101 | 1.4526 | 1.031 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Profitability (%) | 50.8197 | 49.4505 | 52.1739 | 50.8197 | 49.4505 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.3717 | 1.7136 | 1.1074 | 1.1711 | 1.4848 | 0.9451 |
Largest Winning Trade | 21921 | 21921 | 14490 | 43890 | 43890 | 29591 |
Largest Losing Trade | -11747 | -11747 | -10725 | -27841 | -20127 | -27841 |
Avg Bars in Trades | 133 | 131 | 135 | 133 | 131 | 135 |
Avg Bars in Winners | 132 | 124 | 140 | 132 | 124 | 140 |
Avg Bars in Losers | 134 | 138 | 130 | 134 | 138 | 130 |
Bars Traded | 24469 | 11974 | 12495 | 24469 | 11974 | 12495 |
Profit Streak | 5.99 | 12.5317 | 5.99 | 5.99 | 12.5317 | 5.99 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305863 | 264272 | -199089 | 264423 | 238901 | -496160 |
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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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