Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331600.6825 | 277792.1073 | 53808.5752 | 246333.6275 | 136786.8931 | 109546.7344 |
Total P&L (%) | 331.6007 | 277.7921 | 53.8086 | 246.3336 | 136.7869 | 109.5467 |
Avg Daily Profit (%) | 0.3063 | 0.2566 | 0.0497 | 0.1148 | 0.0796 | 0.0683 |
Buy And Hold Return (%) | 22.6249 | 22.6249 | 22.6249 | 22.6249 | 22.6249 | 22.6249 |
Max Trade Drawdown | -143428 | -92089 | -94394 | -525064 | -221461 | -357629 |
Profit Factor | 1.5904 | 1.8817 | 1.2182 | 1.1501 | 1.1472 | 1.1539 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 54.4118 | 52.9412 | 55.8824 | 54.4118 | 52.9412 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.3325 | 1.6726 | 0.9617 | 0.9636 | 1.0197 | 0.911 |
Largest Winning Trade | 249604 | 249604 | 17525 | 167328 | 167328 | 61699 |
Largest Losing Trade | -31508 | -26564 | -31508 | -125648 | -101616 | -125648 |
Avg Bars in Trades | 30 | 39 | 20 | 30 | 39 | 20 |
Avg Bars in Winners | 27 | 33 | 21 | 27 | 33 | 21 |
Avg Bars in Losers | 33 | 45 | 20 | 33 | 45 | 20 |
Bars Traded | 4081 | 2665 | 1416 | 4081 | 2665 | 1416 |
Profit Streak | 0 | 65.7574 | 0 | 0 | 65.7574 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407507 | -95738 | -241134 | -95901 | -253315 | -264160 |
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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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