Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112026.8174 | 207035.9648 | -95009.1474 | 1076978.3717 | 578952.6372 | 498025.7345 |
Total P&L (%) | 112.0268 | 207.036 | -95.0091 | 1076.9784 | 578.9526 | 498.0257 |
Avg Daily Profit (%) | 0.0896 | 0.1656 | -0.076 | 0.1974 | 0.1533 | 0.1431 |
Buy And Hold Return (%) | 87.8076 | 87.8076 | 87.8076 | 87.8076 | 87.8076 | 87.8076 |
Max Trade Drawdown | -275162 | -54421 | -136632 | -611586 | -611586 | -449617 |
Profit Factor | 1.1655 | 2.1235 | 0.8071 | 1.4852 | 1.5826 | 1.4063 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 120 | 57 | 63 | 108 | 53 | 55 |
Losing Trades | 20 | 13 | 7 | 32 | 17 | 15 |
Profitability (%) | 85.7143 | 81.4286 | 90 | 77.1429 | 75.7143 | 78.5714 |
Ratio Avg Win / Avg Loss | 0.1942 | 0.4843 | 0.0897 | 0.4401 | 0.5076 | 0.3835 |
Largest Winning Trade | 23105 | 20095 | 23105 | 264804 | 123541 | 264804 |
Largest Losing Trade | -203679 | -54421 | -203679 | -611586 | -611586 | -256681 |
Avg Bars in Trades | 25 | 28 | 22 | 25 | 28 | 22 |
Avg Bars in Winners | 13 | 13 | 12 | 17 | 18 | 16 |
Avg Bars in Losers | 99 | 94 | 107 | 51 | 60 | 41 |
Bars Traded | 3557 | 2010 | 1547 | 3557 | 2010 | 1547 |
Profit Streak | 29.5537 | 29.5537 | 42.887 | 29.5537 | 29.5537 | 42.887 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -186479 | -84324 | -668320 | 490196 | -81591 | -92468 |
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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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