Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176717.5199 | 211801.6567 | -35084.1368 | 609370.0827 | 317814.6327 | 291555.4501 |
Total P&L (%) | 176.7175 | 211.8017 | -35.0841 | 609.3701 | 317.8146 | 291.5555 |
Avg Daily Profit (%) | 0.1426 | 0.1709 | -0.0283 | 0.1582 | 0.1154 | 0.1102 |
Buy And Hold Return (%) | 35.8759 | 35.8759 | 35.8759 | 35.8759 | 35.8759 | 35.8759 |
Max Trade Drawdown | -197765 | -51575 | -221657 | -387661 | -331518 | -322674 |
Profit Factor | 1.2755 | 2.1096 | 0.9221 | 1.4169 | 1.4891 | 1.3591 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 158 | 78 | 80 | 142 | 71 | 71 |
Losing Trades | 19 | 10 | 9 | 35 | 17 | 18 |
Profitability (%) | 89.2655 | 88.6364 | 89.8876 | 80.226 | 80.6818 | 79.7753 |
Ratio Avg Win / Avg Loss | 0.1534 | 0.2705 | 0.1037 | 0.3492 | 0.3565 | 0.3446 |
Largest Winning Trade | 19332 | 19332 | 16217 | 239441 | 69480 | 239441 |
Largest Losing Trade | -168166 | -51575 | -168166 | -331518 | -331518 | -204087 |
Avg Bars in Trades | 39 | 45 | 33 | 39 | 45 | 33 |
Avg Bars in Winners | 19 | 21 | 17 | 26 | 30 | 23 |
Avg Bars in Losers | 209 | 233 | 181 | 93 | 110 | 76 |
Bars Traded | 7029 | 4015 | 3013 | 7029 | 4015 | 3013 |
Profit Streak | 31.3049 | 81.8049 | 31.3049 | 31.3049 | 81.8049 | 31.3049 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 65348 | 504758 | -574465 | 478352 | -33939 | -41776 |
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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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