Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166517.7269 | 111251.2517 | 55266.4752 | 255560.1274 | 237414.7253 | 18145.4021 |
Total P&L (%) | 166.5177 | 111.2513 | 55.2665 | 255.5601 | 237.4147 | 18.1454 |
Avg Daily Profit (%) | 0.6394 | 0.4272 | 0.2122 | 0.4883 | 0.4681 | 0.0641 |
Buy And Hold Return (%) | 29.1907 | 29.1907 | 29.1907 | 29.1907 | 29.1907 | 29.1907 |
Max Trade Drawdown | -50553 | -34183 | -39245 | -257789 | -157578 | -230388 |
Profit Factor | 1.4484 | 1.587 | 1.3039 | 1.2042 | 1.4052 | 1.0273 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 159 | 81 | 78 | 159 | 81 | 78 |
Losing Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Profitability (%) | 64.6341 | 65.8537 | 63.4146 | 64.6341 | 65.8537 | 63.4146 |
Ratio Avg Win / Avg Loss | 0.7925 | 0.8229 | 0.7523 | 0.6589 | 0.7286 | 0.5926 |
Largest Winning Trade | 15997 | 15997 | 10077 | 52179 | 48023 | 52179 |
Largest Losing Trade | -38016 | -16343 | -38016 | -217667 | -61459 | -217667 |
Avg Bars in Trades | 100 | 98 | 102 | 100 | 98 | 102 |
Avg Bars in Winners | 67 | 64 | 71 | 67 | 64 | 71 |
Avg Bars in Losers | 160 | 164 | 155 | 160 | 164 | 155 |
Bars Traded | 24712 | 12139 | 12573 | 24712 | 12139 | 12573 |
Profit Streak | 5.5474 | 5.5474 | 11.9536 | 5.5474 | 5.5474 | 11.9536 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479871 | 337396 | 10372 | 410742 | 396040 | -463677 |
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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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