Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131666.5072 | 92078.1206 | 39588.3866 | 161715.3341 | 133956.9752 | 27758.359 |
Total P&L (%) | 131.6665 | 92.0781 | 39.5884 | 161.7153 | 133.957 | 27.7584 |
Avg Daily Profit (%) | 0.5056 | 0.3536 | 0.152 | 0.3701 | 0.3269 | 0.0941 |
Buy And Hold Return (%) | 15.1446 | 15.1446 | 15.1446 | 15.1446 | 15.1446 | 15.1446 |
Max Trade Drawdown | -61298 | -44733 | -35351 | -101112 | -44671 | -101112 |
Profit Factor | 1.4954 | 1.7687 | 1.2711 | 1.4075 | 1.8636 | 1.1148 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 73.1034 | 72.6027 | 73.6111 | 73.1034 | 72.6027 | 73.6111 |
Ratio Avg Win / Avg Loss | 0.5502 | 0.6674 | 0.4557 | 0.5178 | 0.7032 | 0.3997 |
Largest Winning Trade | 15735 | 15735 | 8761 | 23399 | 23399 | 20194 |
Largest Losing Trade | -35351 | -17288 | -35351 | -101112 | -28401 | -101112 |
Avg Bars in Trades | 169 | 163 | 175 | 169 | 163 | 175 |
Avg Bars in Winners | 110 | 104 | 115 | 110 | 104 | 115 |
Avg Bars in Losers | 329 | 318 | 342 | 329 | 318 | 342 |
Bars Traded | 24546 | 11925 | 12621 | 24546 | 11925 | 12621 |
Profit Streak | 4.0677 | 5.4427 | 4.0677 | 4.0677 | 5.4427 | 4.0677 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452527 | -59650 | -75674 | 391505 | -59081 | -248885 |
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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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