Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298932.4636 | 194319.9452 | 104612.5183 | 310603.7285 | 137576.3671 | 173027.3613 |
Total P&L (%) | 298.9325 | 194.3199 | 104.6125 | 310.6037 | 137.5764 | 173.0274 |
Avg Daily Profit (%) | 0.2446 | 0.159 | 0.0856 | 0.1156 | 0.0708 | 0.0822 |
Buy And Hold Return (%) | 44.2748 | 44.2748 | 44.2748 | 44.2748 | 44.2748 | 44.2748 |
Max Trade Drawdown | -75739 | -68457 | -70575 | -429277 | -398993 | -319084 |
Profit Factor | 1.5704 | 1.7359 | 1.4023 | 1.156 | 1.1258 | 1.1928 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 62.6168 | 64.8148 | 60.3774 | 62.6168 | 64.8148 | 60.3774 |
Ratio Avg Win / Avg Loss | 0.9375 | 0.9424 | 0.9202 | 0.6901 | 0.6111 | 0.7828 |
Largest Winning Trade | 31900 | 31900 | 22196 | 83486 | 83486 | 77003 |
Largest Losing Trade | -64866 | -64866 | -26153 | -323301 | -323301 | -131340 |
Avg Bars in Trades | 43 | 50 | 36 | 43 | 50 | 36 |
Avg Bars in Winners | 31 | 32 | 31 | 31 | 32 | 31 |
Avg Bars in Losers | 62 | 84 | 42 | 62 | 84 | 42 |
Bars Traded | 4649 | 2734 | 1915 | 4649 | 2734 | 1915 |
Profit Streak | 73.3511 | 116.6011 | 73.3511 | 73.3511 | 116.6011 | 73.3511 |
Trades During Streak | 9 | 6 | 4 | 9 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412264 | -170768 | -261400 | -85703 | -361922 | -272876 |
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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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