Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103447.3114 | 76246.2487 | 27201.0627 | 124357.9087 | 92117.7467 | 32240.162 |
Total P&L (%) | 103.4473 | 76.2462 | 27.2011 | 124.3579 | 92.1177 | 32.2402 |
Avg Daily Profit (%) | 0.1986 | 0.1464 | 0.0522 | 0.1553 | 0.1254 | 0.0537 |
Buy And Hold Return (%) | 18.3368 | 18.3368 | 18.3368 | 18.3368 | 18.3368 | 18.3368 |
Max Trade Drawdown | -60001 | -44542 | -15459 | -52339 | -57641 | -21723 |
Profit Factor | 1.5062 | 1.6227 | 1.3321 | 1.5499 | 1.7066 | 1.3366 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Losing Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Profitability (%) | 69.0265 | 75 | 63.1579 | 69.0265 | 75 | 63.1579 |
Ratio Avg Win / Avg Loss | 0.6759 | 0.5409 | 0.777 | 0.6955 | 0.5689 | 0.7797 |
Largest Winning Trade | 18381 | 18381 | 9183 | 19101 | 19101 | 13163 |
Largest Losing Trade | -21303 | -21303 | -14040 | -27569 | -27569 | -12129 |
Avg Bars in Trades | 214 | 251 | 177 | 214 | 251 | 177 |
Avg Bars in Winners | 134 | 156 | 108 | 134 | 156 | 108 |
Avg Bars in Losers | 391 | 536 | 295 | 391 | 536 | 295 |
Bars Traded | 24193 | 14086 | 10107 | 24193 | 14086 | 10107 |
Profit Streak | 17.3335 | 110.0835 | 17.3335 | 17.3335 | 110.0835 | 17.3335 |
Trades During Streak | 6 | 15 | 3 | 6 | 15 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366949 | -175088 | -317382 | 390591 | -202095 | -308548 |
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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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