Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342043.2853 | 243055.3362 | 98987.9491 | 447550.7022 | 262442.6365 | 185108.0657 |
Total P&L (%) | 342.0433 | 243.0553 | 98.9879 | 447.5507 | 262.4426 | 185.1081 |
Avg Daily Profit (%) | 0.3284 | 0.2333 | 0.095 | 0.1634 | 0.1237 | 0.1006 |
Buy And Hold Return (%) | 14.9273 | 14.9273 | 14.9273 | 14.9273 | 14.9273 | 14.9273 |
Max Trade Drawdown | -76220 | -40705 | -89864 | -139601 | -108348 | -112447 |
Profit Factor | 1.6413 | 2.033 | 1.3321 | 1.5649 | 1.7123 | 1.4368 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 58.4416 | 59.7403 | 57.1429 | 58.4416 | 59.7403 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.1672 | 1.3701 | 0.9991 | 1.1129 | 1.154 | 1.0776 |
Largest Winning Trade | 59934 | 59934 | 27141 | 129172 | 129172 | 75957 |
Largest Losing Trade | -76220 | -25863 | -76220 | -103830 | -42829 | -103830 |
Avg Bars in Trades | 160 | 169 | 152 | 160 | 169 | 152 |
Avg Bars in Winners | 134 | 157 | 109 | 134 | 157 | 109 |
Avg Bars in Losers | 198 | 188 | 208 | 198 | 188 | 208 |
Bars Traded | 24789 | 13065 | 11724 | 24789 | 13065 | 11724 |
Profit Streak | 12.1436 | 14.227 | 0 | 12.1436 | 14.227 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476552 | -29164 | -108488 | 415200 | -65569 | -98468 |
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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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