Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148758.6847 | 99972.8388 | 48785.8459 | 219560.1954 | 115491.5464 | 104068.6489 |
Total P&L (%) | 148.7587 | 99.9728 | 48.7858 | 219.5602 | 115.4915 | 104.0686 |
Avg Daily Profit (%) | 0.2856 | 0.1919 | 0.0937 | 0.2233 | 0.1475 | 0.137 |
Buy And Hold Return (%) | 22.9747 | 22.9747 | 22.9747 | 22.9747 | 22.9747 | 22.9747 |
Max Trade Drawdown | -43570 | -39314 | -13550 | -82638 | -76536 | -22443 |
Profit Factor | 1.7508 | 1.7229 | 1.8152 | 1.7414 | 1.5498 | 2.209 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Losing Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Profitability (%) | 63.7037 | 68.6567 | 58.8235 | 63.7037 | 68.6567 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.9975 | 0.7865 | 1.2707 | 0.9922 | 0.7075 | 1.5463 |
Largest Winning Trade | 25574 | 20139 | 25574 | 65081 | 25903 | 65081 |
Largest Losing Trade | -39314 | -39314 | -10921 | -76536 | -76536 | -19119 |
Avg Bars in Trades | 182 | 312 | 54 | 182 | 312 | 54 |
Avg Bars in Winners | 110 | 166 | 45 | 110 | 166 | 45 |
Avg Bars in Losers | 308 | 630 | 66 | 308 | 630 | 66 |
Bars Traded | 24600 | 20917 | 3683 | 24600 | 20917 | 3683 |
Profit Streak | 8.4427 | 11.5261 | 8.4427 | 8.4427 | 11.5261 | 8.4427 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421492 | -107610 | -179128 | 414268 | -111228 | -115107 |
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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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