Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308073.5812 | 190192.5069 | 117881.0743 | 303967.5923 | 167587.3388 | 136380.2535 |
Total P&L (%) | 308.0736 | 190.1925 | 117.8811 | 303.9676 | 167.5873 | 136.3803 |
Avg Daily Profit (%) | 0.2529 | 0.1562 | 0.0968 | 0.1147 | 0.0808 | 0.0707 |
Buy And Hold Return (%) | 42.58 | 42.58 | 42.58 | 42.58 | 42.58 | 42.58 |
Max Trade Drawdown | -92948 | -82827 | -65149 | -403938 | -323847 | -187023 |
Profit Factor | 1.5467 | 1.6955 | 1.4065 | 1.1745 | 1.1905 | 1.1582 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 59.8485 | 57.5758 | 62.1212 | 59.8485 | 57.5758 | 62.1212 |
Ratio Avg Win / Avg Loss | 1.0377 | 1.2493 | 0.8576 | 0.788 | 0.8772 | 0.7062 |
Largest Winning Trade | 58185 | 58185 | 35031 | 129129 | 129129 | 116075 |
Largest Losing Trade | -65149 | -28758 | -65149 | -178736 | -113474 | -178736 |
Avg Bars in Trades | 26 | 27 | 24 | 26 | 27 | 24 |
Avg Bars in Winners | 23 | 24 | 22 | 23 | 24 | 22 |
Avg Bars in Losers | 29 | 30 | 28 | 29 | 30 | 28 |
Bars Traded | 3448 | 1806 | 1642 | 3448 | 1806 | 1642 |
Profit Streak | 36.8334 | 36.8334 | 66.1668 | 36.8334 | 36.8334 | 66.1668 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468181 | -114836 | -188960 | -66763 | -222283 | -270664 |
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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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