Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256391.1371 | 179018.5531 | 77372.5839 | 137349.8008 | 139682.5137 | -2332.7129 |
Total P&L (%) | 256.3911 | 179.0186 | 77.3726 | 137.3498 | 139.6825 | -2.3327 |
Avg Daily Profit (%) | 0.2051 | 0.1432 | 0.0619 | 0.0692 | 0.07 | -0.0019 |
Buy And Hold Return (%) | 13.2649 | 13.2649 | 13.2649 | 13.2649 | 13.2649 | 13.2649 |
Max Trade Drawdown | -93526 | -41055 | -78286 | -169459 | -57818 | -137894 |
Profit Factor | 1.6986 | 2.3176 | 1.3348 | 1.3036 | 1.9171 | 0.9922 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Profitability (%) | 80.9524 | 76.9231 | 84.9057 | 80.9524 | 76.9231 | 84.9057 |
Ratio Avg Win / Avg Loss | 0.3997 | 0.6953 | 0.2373 | 0.3067 | 0.5751 | 0.1764 |
Largest Winning Trade | 22011 | 22011 | 21180 | 31292 | 31292 | 22465 |
Largest Losing Trade | -78286 | -41055 | -78286 | -137894 | -57818 | -137894 |
Avg Bars in Trades | 33 | 37 | 29 | 33 | 37 | 29 |
Avg Bars in Winners | 10 | 11 | 8 | 10 | 11 | 8 |
Avg Bars in Losers | 134 | 124 | 149 | 134 | 124 | 149 |
Bars Traded | 3544 | 1963 | 1582 | 3544 | 1963 | 1582 |
Profit Streak | 17.8686 | 91.2019 | 17.8686 | 17.8686 | 91.2019 | 17.8686 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515241 | -175337 | -286309 | -95929 | -273789 | -754663 |
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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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