Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283779.7218 | 216681.6013 | 67098.1205 | -70315.3915 | 24355.2817 | -94670.6733 |
Total P&L (%) | 283.7797 | 216.6816 | 67.0981 | -70.3154 | 24.3553 | -94.6707 |
Avg Daily Profit (%) | 0.2724 | 0.208 | 0.0644 | -0.1165 | 0.0209 | -0.2811 |
Buy And Hold Return (%) | 19.249 | 19.249 | 19.249 | 19.249 | 19.249 | 19.249 |
Max Trade Drawdown | -97616 | -66385 | -105080 | -135760 | -30017 | -137875 |
Profit Factor | 1.5212 | 1.9336 | 1.2148 | 0.6958 | 1.4535 | 0.4665 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 90 | 41 | 49 | 90 | 41 | 49 |
Losing Trades | 32 | 20 | 12 | 32 | 20 | 12 |
Profitability (%) | 73.7705 | 67.2131 | 80.3279 | 73.7705 | 67.2131 | 80.3279 |
Ratio Avg Win / Avg Loss | 0.5409 | 0.9432 | 0.2975 | 0.2474 | 0.709 | 0.1142 |
Largest Winning Trade | 29943 | 29943 | 22711 | 14087 | 7886 | 14087 |
Largest Losing Trade | -97616 | -44871 | -97616 | -135760 | -23493 | -135760 |
Avg Bars in Trades | 201 | 213 | 188 | 201 | 213 | 188 |
Avg Bars in Winners | 131 | 132 | 130 | 131 | 132 | 130 |
Avg Bars in Losers | 398 | 380 | 427 | 398 | 380 | 427 |
Bars Traded | 24538 | 13018 | 11520 | 24538 | 13018 | 11520 |
Profit Streak | 26.157 | 26.157 | 48.1986 | 26.157 | 26.157 | 48.1986 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475020 | -149846 | -268045 | -575592 | -407227 | -737120 |
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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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