Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203810.6764 | 151589.3153 | 52221.3611 | 331397.2358 | 279704.5332 | 51692.7025 |
Total P&L (%) | 203.8107 | 151.5893 | 52.2214 | 331.3972 | 279.7045 | 51.6927 |
Avg Daily Profit (%) | 0.7826 | 0.5821 | 0.2005 | 0.5629 | 0.5137 | 0.1601 |
Buy And Hold Return (%) | 50.0688 | 50.0688 | 50.0688 | 50.0688 | 50.0688 | 50.0688 |
Max Trade Drawdown | -52472 | -35669 | -19283 | -200814 | -134107 | -73396 |
Profit Factor | 1.6468 | 1.6958 | 1.537 | 1.3916 | 1.4843 | 1.1923 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 100 | 38 | 62 | 100 | 38 | 62 |
Losing Trades | 161 | 93 | 68 | 161 | 93 | 68 |
Profitability (%) | 38.3142 | 29.0076 | 47.6923 | 38.3142 | 29.0076 | 47.6923 |
Ratio Avg Win / Avg Loss | 2.6513 | 4.1502 | 1.6857 | 2.2404 | 3.6326 | 1.3077 |
Largest Winning Trade | 79234 | 79234 | 15476 | 104537 | 104537 | 39973 |
Largest Losing Trade | -8134 | -8134 | -7274 | -30121 | -30121 | -25272 |
Avg Bars in Trades | 95 | 156 | 33 | 95 | 156 | 33 |
Avg Bars in Winners | 156 | 340 | 44 | 156 | 340 | 44 |
Avg Bars in Losers | 56 | 80 | 23 | 56 | 80 | 23 |
Bars Traded | 24796 | 20478 | 4318 | 24796 | 20478 | 4318 |
Profit Streak | 5.7835 | 5.7835 | 9.2835 | 5.7835 | 5.7835 | 9.2835 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365682 | -2039 | -143523 | 317567 | -1371 | -158804 |
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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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