Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251963.3043 | 209103.1283 | 42860.176 | -14867.5838 | 51409.404 | -66276.9878 |
Total P&L (%) | 251.9633 | 209.1031 | 42.8602 | -14.8676 | 51.4094 | -66.277 |
Avg Daily Profit (%) | 0.2419 | 0.2007 | 0.0411 | -0.0155 | 0.0398 | -0.1043 |
Buy And Hold Return (%) | 18.1467 | 18.1467 | 18.1467 | 18.1467 | 18.1467 | 18.1467 |
Max Trade Drawdown | -104124 | -84201 | -87889 | -183714 | -134672 | -126233 |
Profit Factor | 1.3578 | 1.6423 | 1.1132 | 0.9813 | 1.144 | 0.8482 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 118 | 55 | 63 | 118 | 55 | 63 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 66.2921 | 61.7978 | 70.7865 | 66.2921 | 61.7978 | 70.7865 |
Ratio Avg Win / Avg Loss | 0.6904 | 1.0152 | 0.4594 | 0.4989 | 0.7072 | 0.35 |
Largest Winning Trade | 36100 | 36100 | 30224 | 49914 | 39933 | 49914 |
Largest Losing Trade | -85601 | -44653 | -85601 | -111223 | -105559 | -111223 |
Avg Bars in Trades | 137 | 145 | 130 | 137 | 145 | 130 |
Avg Bars in Winners | 96 | 101 | 91 | 96 | 101 | 91 |
Avg Bars in Losers | 219 | 216 | 223 | 219 | 216 | 223 |
Bars Traded | 24504 | 12930 | 11574 | 24504 | 12930 | 11574 |
Profit Streak | 32.0509 | 32.7592 | 32.0509 | 32.0509 | 32.7592 | 32.0509 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407843 | 452452 | -236417 | -576198 | -203865 | -577124 |
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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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