Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247229.1476 | 227120.0826 | 20109.0651 | 107370.1369 | 94259.2051 | 13110.9318 |
Total P&L (%) | 247.2291 | 227.1201 | 20.1091 | 107.3701 | 94.2592 | 13.1109 |
Avg Daily Profit (%) | 0.1983 | 0.1822 | 0.0161 | 0.0585 | 0.0533 | 0.0099 |
Buy And Hold Return (%) | 19.9426 | 19.9426 | 19.9426 | 19.9426 | 19.9426 | 19.9426 |
Max Trade Drawdown | -132148 | -53765 | -118189 | -73252 | -68002 | -42603 |
Profit Factor | 1.4992 | 2.2688 | 1.0636 | 1.3694 | 1.8034 | 1.0757 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 64.2857 | 61.9048 | 66.6667 | 64.2857 | 61.9048 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8329 | 1.3962 | 0.5318 | 0.7608 | 1.1098 | 0.5378 |
Largest Winning Trade | 78263 | 78263 | 22255 | 52791 | 52791 | 26551 |
Largest Losing Trade | -56442 | -39659 | -56442 | -55803 | -55803 | -41417 |
Avg Bars in Trades | 42 | 50 | 33 | 42 | 50 | 33 |
Avg Bars in Winners | 33 | 42 | 26 | 33 | 42 | 26 |
Avg Bars in Losers | 57 | 64 | 49 | 57 | 64 | 49 |
Bars Traded | 3549 | 2125 | 1424 | 3549 | 2125 | 1424 |
Profit Streak | 65.3343 | 89.0009 | 65.3343 | 65.3343 | 89.0009 | 65.3343 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399187 | 490495 | -483563 | -113167 | -118087 | -481206 |
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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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