Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193731.3332 | 124619.2878 | 69112.0454 | 406665.7682 | 279224.1709 | 127441.5974 |
Total P&L (%) | 193.7313 | 124.6193 | 69.112 | 406.6658 | 279.2242 | 127.4416 |
Avg Daily Profit (%) | 0.7439 | 0.4785 | 0.2654 | 0.625 | 0.5132 | 0.316 |
Buy And Hold Return (%) | 13.6129 | 13.6129 | 13.6129 | 13.6129 | 13.6129 | 13.6129 |
Max Trade Drawdown | -50544 | -40622 | -34435 | -106927 | -72756 | -128955 |
Profit Factor | 1.895 | 2.0697 | 1.6914 | 1.7034 | 1.9061 | 1.472 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 66.4122 | 61.5385 | 71.2121 | 66.4122 | 61.5385 | 71.2121 |
Ratio Avg Win / Avg Loss | 0.9584 | 1.2936 | 0.6838 | 0.8615 | 1.1913 | 0.5951 |
Largest Winning Trade | 24430 | 24430 | 13460 | 65680 | 65680 | 28424 |
Largest Losing Trade | -24166 | -17221 | -24166 | -106927 | -55349 | -106927 |
Avg Bars in Trades | 182 | 217 | 148 | 182 | 217 | 148 |
Avg Bars in Winners | 145 | 172 | 122 | 145 | 172 | 122 |
Avg Bars in Losers | 256 | 290 | 211 | 256 | 290 | 211 |
Bars Traded | 23959 | 14167 | 9792 | 23959 | 14167 | 9792 |
Profit Streak | 14.3816 | 14.3816 | 35.0795 | 14.3816 | 14.3816 | 35.0795 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 567458 | -117680 | -113934 | 517570 | -117699 | -113178 |
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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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