Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105919.1061 | 78766.5807 | 27152.5254 | 100768.9372 | 104528.0034 | -3759.0662 |
Total P&L (%) | 105.9191 | 78.7666 | 27.1525 | 100.7689 | 104.528 | -3.7591 |
Avg Daily Profit (%) | 0.2034 | 0.1512 | 0.0521 | 0.1339 | 0.1375 | -0.0074 |
Buy And Hold Return (%) | 17.1286 | 17.1286 | 17.1286 | 17.1286 | 17.1286 | 17.1286 |
Max Trade Drawdown | -49437 | -20039 | -42299 | -61904 | -25733 | -72824 |
Profit Factor | 1.3371 | 1.5999 | 1.1484 | 1.2354 | 1.6206 | 0.9855 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 54.1096 | 53.4247 | 54.7945 | 54.1096 | 53.4247 | 54.7945 |
Ratio Avg Win / Avg Loss | 1.134 | 1.3948 | 0.9475 | 1.0477 | 1.4128 | 0.8131 |
Largest Winning Trade | 18261 | 18050 | 18261 | 21178 | 21178 | 21126 |
Largest Losing Trade | -31293 | -14733 | -31293 | -53784 | -14733 | -53784 |
Avg Bars in Trades | 168 | 173 | 164 | 168 | 173 | 164 |
Avg Bars in Winners | 179 | 178 | 180 | 179 | 178 | 180 |
Avg Bars in Losers | 156 | 167 | 144 | 156 | 167 | 144 |
Bars Traded | 24632 | 12645 | 11987 | 24632 | 12645 | 11987 |
Profit Streak | 5.0759 | 0 | 8.4926 | 5.0759 | 0 | 8.4926 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305352 | -64374 | -262828 | -14248 | -79948 | -651734 |
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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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