Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304922.7385 | 225232.6704 | 79690.0681 | 276164.3981 | 243524.3656 | 32640.0325 |
Total P&L (%) | 304.9227 | 225.2327 | 79.6901 | 276.1644 | 243.5244 | 32.64 |
Avg Daily Profit (%) | 0.2927 | 0.2162 | 0.0765 | 0.1273 | 0.1185 | 0.0271 |
Buy And Hold Return (%) | 17.7778 | 17.7778 | 17.7778 | 17.7778 | 17.7778 | 17.7778 |
Max Trade Drawdown | -131871 | -97058 | -78944 | -420239 | -244852 | -311381 |
Profit Factor | 1.5442 | 1.86 | 1.2671 | 1.1843 | 1.3416 | 1.0415 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 66.9014 | 66.1972 | 67.6056 | 66.9014 | 66.1972 | 67.6056 |
Ratio Avg Win / Avg Loss | 0.764 | 0.9498 | 0.6071 | 0.5859 | 0.6851 | 0.4991 |
Largest Winning Trade | 28582 | 28582 | 27401 | 74194 | 65821 | 74194 |
Largest Losing Trade | -60259 | -43132 | -60259 | -189699 | -189699 | -184997 |
Avg Bars in Trades | 172 | 191 | 153 | 172 | 191 | 153 |
Avg Bars in Winners | 131 | 139 | 124 | 131 | 139 | 124 |
Avg Bars in Losers | 255 | 292 | 216 | 255 | 292 | 216 |
Bars Traded | 24509 | 13577 | 10932 | 24509 | 13577 | 10932 |
Profit Streak | 26.0308 | 26.0308 | 50.1141 | 26.0308 | 26.0308 | 50.1141 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446149 | -75049 | -177362 | -38566 | -119640 | -424126 |
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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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