Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195085.3377 | 145794.2552 | 49291.0825 | 353550.0855 | 292980.2119 | 60569.8736 |
Total P&L (%) | 195.0853 | 145.7943 | 49.2911 | 353.5501 | 292.9802 | 60.5699 |
Avg Daily Profit (%) | 0.7491 | 0.5598 | 0.1893 | 0.5823 | 0.5269 | 0.182 |
Buy And Hold Return (%) | 80.9474 | 80.9474 | 80.9474 | 80.9474 | 80.9474 | 80.9474 |
Max Trade Drawdown | -37218 | -31207 | -34701 | -140259 | -65619 | -129964 |
Profit Factor | 1.6778 | 2.0715 | 1.3248 | 1.4458 | 1.79 | 1.1435 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 95 | 43 | 52 | 95 | 43 | 52 |
Losing Trades | 122 | 65 | 57 | 122 | 65 | 57 |
Profitability (%) | 43.7788 | 39.8148 | 47.7064 | 43.7788 | 39.8148 | 47.7064 |
Ratio Avg Win / Avg Loss | 2.1547 | 3.1314 | 1.4522 | 1.8567 | 2.7058 | 1.2534 |
Largest Winning Trade | 49700 | 49700 | 25318 | 94007 | 94007 | 77373 |
Largest Losing Trade | -13417 | -9641 | -13417 | -31362 | -31362 | -28541 |
Avg Bars in Trades | 113 | 109 | 118 | 113 | 109 | 118 |
Avg Bars in Winners | 183 | 193 | 174 | 183 | 193 | 174 |
Avg Bars in Losers | 60 | 53 | 67 | 60 | 53 | 67 |
Bars Traded | 24736 | 11802 | 12934 | 24736 | 11802 | 12934 |
Profit Streak | 7.0804 | 8.0804 | 7.0804 | 7.0804 | 8.0804 | 7.0804 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353164 | 52957 | -159881 | 343853 | 226823 | -222893 |
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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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