Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354797.8515 | 228147.8456 | 126650.0059 | 661300.8085 | 299286.9625 | 362013.846 |
Total P&L (%) | 354.7979 | 228.1478 | 126.65 | 661.3008 | 299.287 | 362.0138 |
Avg Daily Profit (%) | 0.2858 | 0.1838 | 0.102 | 0.1637 | 0.1116 | 0.1234 |
Buy And Hold Return (%) | 14.5554 | 14.5554 | 14.5554 | 14.5554 | 14.5554 | 14.5554 |
Max Trade Drawdown | -81042 | -54423 | -51530 | -407657 | -305617 | -209514 |
Profit Factor | 1.6948 | 1.8228 | 1.5428 | 1.3748 | 1.2948 | 1.4832 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 60.8696 | 56.1404 | 65.5172 | 60.8696 | 56.1404 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.0895 | 1.424 | 0.812 | 0.8838 | 1.0115 | 0.7806 |
Largest Winning Trade | 61158 | 61158 | 29210 | 184622 | 184622 | 114611 |
Largest Losing Trade | -42185 | -42185 | -36329 | -188533 | -188533 | -146399 |
Avg Bars in Trades | 40 | 52 | 28 | 40 | 52 | 28 |
Avg Bars in Winners | 41 | 48 | 35 | 41 | 48 | 35 |
Avg Bars in Losers | 38 | 57 | 14 | 38 | 57 | 14 |
Bars Traded | 4645 | 2990 | 1655 | 4645 | 2990 | 1655 |
Profit Streak | 73.2215 | 83.2215 | 73.2215 | 73.2215 | 83.2215 | 73.2215 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492963 | -168018 | -233251 | 354230 | -221797 | -205164 |
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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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