Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248057.0518 | 229054.9431 | 19002.1087 | 256853.7758 | 187200.1924 | 69653.5835 |
Total P&L (%) | 248.0571 | 229.0549 | 19.0021 | 256.8538 | 187.2002 | 69.6536 |
Avg Daily Profit (%) | 0.1985 | 0.1833 | 0.0152 | 0.1018 | 0.0845 | 0.0423 |
Buy And Hold Return (%) | 13.0487 | 13.0487 | 13.0487 | 13.0487 | 13.0487 | 13.0487 |
Max Trade Drawdown | -191572 | -41773 | -201984 | -255540 | -100255 | -232964 |
Profit Factor | 1.4665 | 2.4686 | 1.0506 | 1.4531 | 2.0148 | 1.1822 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 118 | 60 | 58 | 112 | 57 | 55 |
Losing Trades | 21 | 9 | 12 | 27 | 12 | 15 |
Profitability (%) | 84.8921 | 86.9565 | 82.8571 | 80.5755 | 82.6087 | 78.5714 |
Ratio Avg Win / Avg Loss | 0.261 | 0.3703 | 0.2174 | 0.3503 | 0.4242 | 0.3224 |
Largest Winning Trade | 21180 | 16678 | 21180 | 106919 | 32522 | 106919 |
Largest Losing Trade | -141850 | -41773 | -141850 | -186971 | -100255 | -186971 |
Avg Bars in Trades | 34 | 38 | 29 | 34 | 38 | 29 |
Avg Bars in Winners | 15 | 18 | 12 | 21 | 25 | 17 |
Avg Bars in Losers | 137 | 172 | 111 | 87 | 101 | 76 |
Bars Traded | 4755 | 2668 | 2087 | 4755 | 2668 | 2087 |
Profit Streak | 38.8359 | 140.8359 | 38.8359 | 38.8359 | 140.8359 | 38.8359 |
Trades During Streak | 16 | 13 | 8 | 16 | 13 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498198 | -86058 | -451040 | -51283 | -175037 | -247890 |
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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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