Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166965.1419 | 109272.8928 | 57692.2491 | 305571.5783 | 246434.6927 | 59136.8857 |
Total P&L (%) | 166.9651 | 109.2729 | 57.6922 | 305.5716 | 246.4347 | 59.1369 |
Avg Daily Profit (%) | 0.6411 | 0.4196 | 0.2215 | 0.5391 | 0.4783 | 0.1786 |
Buy And Hold Return (%) | 32.4629 | 32.4629 | 32.4629 | 32.4629 | 32.4629 | 32.4629 |
Max Trade Drawdown | -32471 | -28249 | -33510 | -151652 | -45294 | -157041 |
Profit Factor | 1.929 | 2.5394 | 1.5305 | 1.614 | 2.5653 | 1.1738 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 75.4237 | 72.8814 | 77.9661 | 75.4237 | 72.8814 | 77.9661 |
Ratio Avg Win / Avg Loss | 0.6285 | 0.9449 | 0.4325 | 0.5259 | 0.9545 | 0.3317 |
Largest Winning Trade | 17816 | 17816 | 11868 | 28155 | 25266 | 28155 |
Largest Losing Trade | -32471 | -18690 | -32471 | -151652 | -45294 | -151652 |
Avg Bars in Trades | 207 | 208 | 206 | 207 | 208 | 206 |
Avg Bars in Winners | 132 | 122 | 142 | 132 | 122 | 142 |
Avg Bars in Losers | 436 | 439 | 432 | 436 | 439 | 432 |
Bars Traded | 24487 | 12299 | 12188 | 24487 | 12299 | 12188 |
Profit Streak | 3.2214 | 8.8569 | 3.2214 | 3.2214 | 8.8569 | 3.2214 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484836 | -164783 | -176133 | 476115 | -161446 | -207051 |
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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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