Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210093.8444 | 160814.5103 | 49279.3341 | 446323.8729 | 383791.6519 | 62532.221 |
Total P&L (%) | 210.0938 | 160.8145 | 49.2793 | 446.3239 | 383.7917 | 62.5322 |
Avg Daily Profit (%) | 0.8068 | 0.6175 | 0.1892 | 0.6542 | 0.6072 | 0.1867 |
Buy And Hold Return (%) | 67.4699 | 67.4699 | 67.4699 | 67.4699 | 67.4699 | 67.4699 |
Max Trade Drawdown | -33155 | -32496 | -34021 | -60720 | -33778 | -65076 |
Profit Factor | 1.6983 | 2.1443 | 1.3074 | 1.8452 | 2.7744 | 1.2005 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 118 | 61 | 57 | 118 | 61 | 57 |
Profitability (%) | 39.1753 | 37.1134 | 41.2371 | 39.1753 | 37.1134 | 41.2371 |
Ratio Avg Win / Avg Loss | 2.6369 | 3.6334 | 1.863 | 2.8648 | 4.7011 | 1.7108 |
Largest Winning Trade | 43507 | 43507 | 24209 | 131202 | 131202 | 23792 |
Largest Losing Trade | -15750 | -9608 | -15750 | -60720 | -10541 | -60720 |
Avg Bars in Trades | 127 | 132 | 122 | 127 | 132 | 122 |
Avg Bars in Winners | 215 | 232 | 200 | 215 | 232 | 200 |
Avg Bars in Losers | 70 | 72 | 68 | 70 | 72 | 68 |
Bars Traded | 24736 | 12831 | 11905 | 24736 | 12831 | 11905 |
Profit Streak | 3.8572 | 10.5134 | 0 | 3.8572 | 10.5134 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 288777 | 191952 | -162107 | 353015 | 357031 | -162782 |
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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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