Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129560.1247 | 84347.337 | 45212.7877 | 171326.3455 | 134110.8243 | 37215.5212 |
Total P&L (%) | 129.5601 | 84.3473 | 45.2128 | 171.3263 | 134.1108 | 37.2155 |
Avg Daily Profit (%) | 0.4975 | 0.3239 | 0.1736 | 0.384 | 0.3272 | 0.1216 |
Buy And Hold Return (%) | 18.3704 | 18.3704 | 18.3704 | 18.3704 | 18.3704 | 18.3704 |
Max Trade Drawdown | -36858 | -18883 | -40137 | -98581 | -34806 | -98581 |
Profit Factor | 1.5445 | 1.7786 | 1.3488 | 1.4 | 1.7607 | 1.1477 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 73.4375 | 71.875 | 75 | 73.4375 | 71.875 | 75 |
Ratio Avg Win / Avg Loss | 0.5586 | 0.696 | 0.4496 | 0.5064 | 0.689 | 0.3826 |
Largest Winning Trade | 11916 | 11916 | 11050 | 21782 | 16232 | 21782 |
Largest Losing Trade | -31854 | -15835 | -31854 | -98581 | -34806 | -98581 |
Avg Bars in Trades | 190 | 188 | 193 | 190 | 188 | 193 |
Avg Bars in Winners | 116 | 109 | 124 | 116 | 109 | 124 |
Avg Bars in Losers | 395 | 390 | 400 | 395 | 390 | 400 |
Bars Traded | 24424 | 12039 | 12385 | 24424 | 12039 | 12385 |
Profit Streak | 4.2318 | 4.2318 | 17.1381 | 4.2318 | 4.2318 | 17.1381 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476265 | -130165 | -133559 | 409555 | -128475 | -233060 |
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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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