Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240066.1367 | 235449.3631 | 4616.7737 | 324463.6369 | 207897.5808 | 116566.0561 |
Total P&L (%) | 240.0661 | 235.4494 | 4.6168 | 324.4636 | 207.8976 | 116.5661 |
Avg Daily Profit (%) | 0.1938 | 0.1901 | 0.0037 | 0.1168 | 0.0908 | 0.0624 |
Buy And Hold Return (%) | 90.303 | 90.303 | 90.303 | 90.303 | 90.303 | 90.303 |
Max Trade Drawdown | -225645 | -51520 | -220294 | -200567 | -200567 | -173580 |
Profit Factor | 1.4052 | 2.2366 | 1.0115 | 1.4718 | 1.7095 | 1.2953 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 118 | 54 | 64 | 110 | 51 | 59 |
Losing Trades | 29 | 19 | 10 | 37 | 22 | 15 |
Profitability (%) | 80.2721 | 73.9726 | 86.4865 | 74.8299 | 69.863 | 79.7297 |
Ratio Avg Win / Avg Loss | 0.3453 | 0.787 | 0.158 | 0.4951 | 0.7374 | 0.3293 |
Largest Winning Trade | 24384 | 24384 | 16816 | 53469 | 46250 | 53469 |
Largest Losing Trade | -140805 | -51520 | -140805 | -200567 | -200567 | -159339 |
Avg Bars in Trades | 47 | 55 | 40 | 47 | 55 | 40 |
Avg Bars in Winners | 22 | 23 | 21 | 30 | 33 | 27 |
Avg Bars in Losers | 152 | 146 | 165 | 99 | 104 | 93 |
Bars Traded | 7028 | 4019 | 3009 | 7028 | 4019 | 3009 |
Profit Streak | 30.4269 | 80.9269 | 30.4269 | 30.4269 | 80.9269 | 30.4269 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339664 | -61558 | -621339 | -34991 | -143771 | -245346 |
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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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