Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243681.5699 | 181773.3379 | 61908.2319 | 210130.2378 | 95274.2839 | 114855.9539 |
Total P&L (%) | 243.6816 | 181.7733 | 61.9082 | 210.1302 | 95.2743 | 114.856 |
Avg Daily Profit (%) | 0.4679 | 0.349 | 0.1189 | 0.2175 | 0.1286 | 0.147 |
Buy And Hold Return (%) | 13.1979 | 13.1979 | 13.1979 | 13.1979 | 13.1979 | 13.1979 |
Max Trade Drawdown | -101334 | -90941 | -20612 | -342341 | -311709 | -64185 |
Profit Factor | 1.6045 | 1.6104 | 1.5878 | 1.2105 | 1.1279 | 1.4538 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 42.9752 | 36.6667 | 49.1803 | 42.9752 | 36.6667 | 49.1803 |
Ratio Avg Win / Avg Loss | 2.129 | 2.7816 | 1.6407 | 1.6062 | 1.9481 | 1.5023 |
Largest Winning Trade | 141024 | 141024 | 20144 | 259745 | 259745 | 59913 |
Largest Losing Trade | -29808 | -29808 | -9926 | -148168 | -148168 | -34632 |
Avg Bars in Trades | 200 | 317 | 85 | 200 | 317 | 85 |
Avg Bars in Winners | 280 | 500 | 119 | 280 | 500 | 119 |
Avg Bars in Losers | 139 | 212 | 51 | 139 | 212 | 51 |
Bars Traded | 24263 | 19077 | 5186 | 24263 | 19077 | 5186 |
Profit Streak | 10.4397 | 10.4397 | 36.1272 | 10.4397 | 10.4397 | 36.1272 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414134 | -162615 | -194104 | 251110 | -274696 | -155868 |
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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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