Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139758.8599 | 99119.4106 | 40639.4493 | 182053.799 | 163072.2946 | 18981.5044 |
Total P&L (%) | 139.7589 | 99.1194 | 40.6394 | 182.0538 | 163.0723 | 18.9815 |
Avg Daily Profit (%) | 0.5367 | 0.3806 | 0.1561 | 0.399 | 0.3721 | 0.0668 |
Buy And Hold Return (%) | 20.4344 | 20.4344 | 20.4344 | 20.4344 | 20.4344 | 20.4344 |
Max Trade Drawdown | -34484 | -19552 | -39090 | -108480 | -47805 | -108480 |
Profit Factor | 1.5024 | 1.7808 | 1.2687 | 1.3298 | 1.7193 | 1.0583 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 69.1729 | 70.1493 | 68.1818 | 69.1729 | 70.1493 | 68.1818 |
Ratio Avg Win / Avg Loss | 0.6695 | 0.7578 | 0.592 | 0.5926 | 0.7316 | 0.4939 |
Largest Winning Trade | 17258 | 15772 | 17258 | 30403 | 21710 | 30403 |
Largest Losing Trade | -31784 | -19552 | -31784 | -108480 | -47805 | -108480 |
Avg Bars in Trades | 184 | 181 | 187 | 184 | 181 | 187 |
Avg Bars in Winners | 118 | 116 | 120 | 118 | 116 | 120 |
Avg Bars in Losers | 332 | 334 | 329 | 332 | 334 | 329 |
Bars Traded | 24523 | 12155 | 12368 | 24523 | 12155 | 12368 |
Profit Streak | 6.9148 | 6.9148 | 14.2169 | 6.9148 | 6.9148 | 14.2169 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471982 | -106009 | -123636 | 395498 | -104735 | -549730 |
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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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