Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154377.3955 | 209676.515 | -55299.1194 | 1011081.0838 | 338475.0417 | 672606.0421 |
Total P&L (%) | 154.3774 | 209.6765 | -55.2991 | 1011.0811 | 338.475 | 672.606 |
Avg Daily Profit (%) | 0.1239 | 0.1682 | -0.0444 | 0.1934 | 0.1187 | 0.1642 |
Buy And Hold Return (%) | 155.0959 | 155.0959 | 155.0959 | 155.0959 | 155.0959 | 155.0959 |
Max Trade Drawdown | -225965 | -52239 | -247386 | -897964 | -866816 | -464693 |
Profit Factor | 1.24 | 2.1596 | 0.8804 | 1.3962 | 1.2538 | 1.552 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 123 | 61 | 62 | 115 | 59 | 56 |
Losing Trades | 18 | 9 | 9 | 26 | 11 | 15 |
Profitability (%) | 87.234 | 87.1429 | 87.3239 | 81.5603 | 84.2857 | 78.8732 |
Ratio Avg Win / Avg Loss | 0.1815 | 0.3186 | 0.1278 | 0.3157 | 0.2338 | 0.4157 |
Largest Winning Trade | 21180 | 20095 | 21180 | 295419 | 134780 | 295419 |
Largest Losing Trade | -179866 | -52239 | -179866 | -866816 | -866816 | -325904 |
Avg Bars in Trades | 25 | 28 | 21 | 25 | 28 | 21 |
Avg Bars in Winners | 11 | 13 | 10 | 16 | 18 | 14 |
Avg Bars in Losers | 115 | 135 | 96 | 64 | 85 | 48 |
Bars Traded | 3556 | 2016 | 1540 | 3556 | 2016 | 1540 |
Profit Streak | 38.1285 | 88.4618 | 38.1285 | 38.1285 | 88.4618 | 38.1285 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -188291 | -135483 | -661147 | 475261 | -130267 | -75461 |
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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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