Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194076.4981 | 147408.2075 | 46668.2907 | 245185.366 | 196989.5461 | 48195.8199 |
Total P&L (%) | 194.0765 | 147.4082 | 46.6683 | 245.1854 | 196.9895 | 48.1958 |
Avg Daily Profit (%) | 0.1863 | 0.1415 | 0.0448 | 0.119 | 0.1046 | 0.0378 |
Buy And Hold Return (%) | 55.6281 | 55.6281 | 55.6281 | 55.6281 | 55.6281 | 55.6281 |
Max Trade Drawdown | -50819 | -29383 | -52820 | -104549 | -84622 | -91638 |
Profit Factor | 1.668 | 2.2557 | 1.2695 | 1.5377 | 2.0477 | 1.1799 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 75.6757 | 78.5714 | 72.7273 | 75.6757 | 78.5714 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.5361 | 0.6152 | 0.4761 | 0.4943 | 0.5585 | 0.4425 |
Largest Winning Trade | 27027 | 26211 | 27027 | 50828 | 50828 | 41259 |
Largest Losing Trade | -50819 | -28795 | -50819 | -88067 | -84622 | -88067 |
Avg Bars in Trades | 222 | 223 | 221 | 222 | 223 | 221 |
Avg Bars in Winners | 157 | 154 | 160 | 157 | 154 | 160 |
Avg Bars in Losers | 424 | 475 | 383 | 424 | 475 | 383 |
Bars Traded | 24655 | 12492 | 12163 | 24655 | 12492 | 12163 |
Profit Streak | 62.1657 | 113.5407 | 62.1657 | 62.1657 | 113.5407 | 62.1657 |
Trades During Streak | 7 | 6 | 3 | 7 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385203 | -180921 | -476337 | -30630 | -229807 | -508276 |
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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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