Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103434.672 | 71013.452 | 32421.22 | 93802.462 | 74126.7184 | 19675.7436 |
Total P&L (%) | 103.4347 | 71.0135 | 32.4212 | 93.8025 | 74.1267 | 19.6757 |
Avg Daily Profit (%) | 0.1986 | 0.1363 | 0.0622 | 0.1271 | 0.1065 | 0.0345 |
Buy And Hold Return (%) | 19.1279 | 19.1279 | 19.1279 | 19.1279 | 19.1279 | 19.1279 |
Max Trade Drawdown | -40791 | -23307 | -54901 | -69890 | -39629 | -70829 |
Profit Factor | 1.3073 | 1.5198 | 1.1621 | 1.1996 | 1.3964 | 1.0696 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 174 | 89 | 85 | 174 | 89 | 85 |
Losing Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Profitability (%) | 71.3115 | 72.9508 | 69.6721 | 71.3115 | 72.9508 | 69.6721 |
Ratio Avg Win / Avg Loss | 0.5259 | 0.5635 | 0.5059 | 0.4826 | 0.5178 | 0.4656 |
Largest Winning Trade | 32774 | 12656 | 32774 | 47838 | 19533 | 47838 |
Largest Losing Trade | -31961 | -22088 | -31961 | -39221 | -36340 | -39221 |
Avg Bars in Trades | 99 | 94 | 104 | 99 | 94 | 104 |
Avg Bars in Winners | 53 | 53 | 53 | 53 | 53 | 53 |
Avg Bars in Losers | 213 | 204 | 221 | 213 | 204 | 221 |
Bars Traded | 24246 | 11499 | 12747 | 24246 | 11499 | 12747 |
Profit Streak | 5.8329 | 14.9787 | 5.8329 | 5.8329 | 14.9787 | 5.8329 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347456 | -10201 | -160147 | -22687 | -50549 | -446918 |
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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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