Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90486.3734 | 185274.2051 | -94787.8317 | 647527.3198 | 459977.8955 | 187549.4243 |
Total P&L (%) | 90.4864 | 185.2742 | -94.7878 | 647.5273 | 459.9779 | 187.5494 |
Avg Daily Profit (%) | 0.0724 | 0.1483 | -0.0759 | 0.1612 | 0.138 | 0.0846 |
Buy And Hold Return (%) | 14.7761 | 14.7761 | 14.7761 | 14.7761 | 14.7761 | 14.7761 |
Max Trade Drawdown | -189859 | -48024 | -150662 | -217802 | -217802 | -136555 |
Profit Factor | 1.1432 | 1.9874 | 0.7867 | 1.8283 | 2.4538 | 1.403 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 79 | 39 | 40 | 81 | 41 | 40 |
Losing Trades | 25 | 13 | 12 | 23 | 11 | 12 |
Profitability (%) | 75.9615 | 75 | 76.9231 | 77.8846 | 78.8462 | 76.9231 |
Ratio Avg Win / Avg Loss | 0.3618 | 0.6625 | 0.236 | 0.5192 | 0.6584 | 0.4209 |
Largest Winning Trade | 30465 | 25471 | 30465 | 116352 | 116352 | 88576 |
Largest Losing Trade | -169726 | -48024 | -169726 | -217802 | -217802 | -169726 |
Avg Bars in Trades | 68 | 72 | 63 | 68 | 72 | 63 |
Avg Bars in Winners | 40 | 40 | 40 | 51 | 54 | 48 |
Avg Bars in Losers | 156 | 169 | 142 | 126 | 141 | 113 |
Bars Traded | 7094 | 3777 | 3317 | 7094 | 3777 | 3317 |
Profit Streak | 15.0183 | 15.0183 | 38.3516 | 15.0183 | 15.0183 | 38.3516 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156534 | -170279 | -756354 | 490989 | -182631 | -256549 |
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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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