Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85803.9389 | 55672.6843 | 30131.2547 | 102862.4603 | 60168.9784 | 42693.4819 |
Total P&L (%) | 85.8039 | 55.6727 | 30.1313 | 102.8625 | 60.169 | 42.6935 |
Avg Daily Profit (%) | 0.9884 | 0.6413 | 0.3471 | 0.8182 | 0.5441 | 0.4104 |
Buy And Hold Return (%) | 21.7844 | 21.7844 | 21.7844 | 21.7844 | 21.7844 | 21.7844 |
Max Trade Drawdown | -30940 | -21935 | -15027 | -30628 | -21816 | -14586 |
Profit Factor | 1.7314 | 2.0205 | 1.4801 | 1.8502 | 2.0906 | 1.6487 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 41.3223 | 43.3333 | 39.3443 | 41.3223 | 43.3333 | 39.3443 |
Ratio Avg Win / Avg Loss | 2.4586 | 2.6422 | 2.2818 | 2.6273 | 2.7339 | 2.5417 |
Largest Winning Trade | 39966 | 39966 | 32293 | 49519 | 41655 | 49519 |
Largest Losing Trade | -6908 | -3745 | -6908 | -10844 | -3874 | -10844 |
Avg Bars in Trades | 203 | 205 | 200 | 203 | 205 | 200 |
Avg Bars in Winners | 354 | 349 | 358 | 354 | 349 | 358 |
Avg Bars in Losers | 96 | 95 | 98 | 96 | 95 | 98 |
Bars Traded | 24576 | 12331 | 12245 | 24576 | 12331 | 12245 |
Profit Streak | 5.4068 | 7.2297 | 5.4068 | 5.4068 | 7.2297 | 5.4068 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363453 | -160567 | -202739 | 391445 | -161079 | -161955 |
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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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