Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261353.5584 | 194611.7696 | 66741.7888 | 586887.6512 | 392819.9657 | 194067.6855 |
Total P&L (%) | 261.3536 | 194.6118 | 66.7418 | 586.8877 | 392.82 | 194.0677 |
Avg Daily Profit (%) | 0.5018 | 0.3737 | 0.1281 | 0.3707 | 0.3067 | 0.2073 |
Buy And Hold Return (%) | 48.0104 | 48.0104 | 48.0104 | 48.0104 | 48.0104 | 48.0104 |
Max Trade Drawdown | -41184 | -56337 | -35792 | -185339 | -234437 | -103277 |
Profit Factor | 1.7432 | 1.9746 | 1.4391 | 1.5066 | 1.5613 | 1.4232 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 49.1935 | 48.3871 | 50 | 49.1935 | 48.3871 | 50 |
Ratio Avg Win / Avg Loss | 1.8003 | 2.1063 | 1.4391 | 1.556 | 1.6654 | 1.4232 |
Largest Winning Trade | 60096 | 60096 | 22517 | 138038 | 138038 | 66116 |
Largest Losing Trade | -21693 | -15907 | -21693 | -74764 | -74764 | -48288 |
Avg Bars in Trades | 196 | 224 | 168 | 196 | 224 | 168 |
Avg Bars in Winners | 248 | 282 | 215 | 248 | 282 | 215 |
Avg Bars in Losers | 146 | 170 | 121 | 146 | 170 | 121 |
Bars Traded | 24383 | 13917 | 10466 | 24383 | 13917 | 10466 |
Profit Streak | 11.572 | 25.1553 | 0 | 11.572 | 25.1553 | 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 | 451613 | -143670 | -220158 | 433130 | -143027 | -148413 |
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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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