Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141659.6666 | 129972.7869 | 11686.8797 | 4821.5636 | 78242.2803 | -73420.7167 |
Total P&L (%) | 141.6597 | 129.9728 | 11.6869 | 4.8216 | 78.2423 | -73.4207 |
Avg Daily Profit (%) | 0.272 | 0.2495 | 0.0224 | 0.009 | 0.111 | -0.2541 |
Buy And Hold Return (%) | 42.8269 | 42.8269 | 42.8269 | 42.8269 | 42.8269 | 42.8269 |
Max Trade Drawdown | -83166 | -39679 | -75376 | -92192 | -39553 | -126910 |
Profit Factor | 1.4411 | 2.2744 | 1.0533 | 1.0146 | 1.894 | 0.6969 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 64.2857 | 61.2245 | 67.3469 | 64.2857 | 61.2245 | 67.3469 |
Ratio Avg Win / Avg Loss | 0.8006 | 1.4404 | 0.5107 | 0.5637 | 1.1995 | 0.3379 |
Largest Winning Trade | 26380 | 26380 | 22872 | 19502 | 19502 | 13697 |
Largest Losing Trade | -71204 | -20613 | -71204 | -88049 | -20643 | -88049 |
Avg Bars in Trades | 248 | 261 | 234 | 248 | 261 | 234 |
Avg Bars in Winners | 193 | 190 | 196 | 193 | 190 | 196 |
Avg Bars in Losers | 346 | 374 | 313 | 346 | 374 | 313 |
Bars Traded | 24349 | 12837 | 11512 | 24349 | 12837 | 11512 |
Profit Streak | 9.7098 | 0 | 60.4182 | 9.7098 | 0 | 60.4182 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 247936 | 329958 | -488973 | -550430 | -49337 | -577551 |
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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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