Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282086.3386 | 229501.6381 | 52584.7005 | -23860.08 | 36480.977 | -60341.057 |
Total P&L (%) | 282.0863 | 229.5016 | 52.5847 | -23.8601 | 36.481 | -60.3411 |
Avg Daily Profit (%) | 0.2285 | 0.1859 | 0.0426 | -0.0221 | 0.0252 | -0.0749 |
Buy And Hold Return (%) | 53.4328 | 53.4328 | 53.4328 | 53.4328 | 53.4328 | 53.4328 |
Max Trade Drawdown | -143490 | -42192 | -120110 | -19836 | -19836 | -16464 |
Profit Factor | 1.5598 | 2.3892 | 1.1553 | 0.8643 | 2.0058 | 0.5675 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 119 | 58 | 61 | 109 | 54 | 55 |
Losing Trades | 16 | 9 | 7 | 26 | 13 | 13 |
Profitability (%) | 88.1481 | 86.5672 | 89.7059 | 80.7407 | 80.597 | 80.8824 |
Ratio Avg Win / Avg Loss | 0.2097 | 0.3707 | 0.1326 | 0.2062 | 0.4829 | 0.1341 |
Largest Winning Trade | 19604 | 19604 | 16374 | 12818 | 7175 | 12818 |
Largest Losing Trade | -120110 | -42192 | -120110 | -105433 | -19836 | -105433 |
Avg Bars in Trades | 34 | 39 | 29 | 34 | 39 | 29 |
Avg Bars in Winners | 16 | 17 | 16 | 22 | 24 | 20 |
Avg Bars in Losers | 166 | 181 | 147 | 83 | 100 | 67 |
Bars Traded | 4665 | 2648 | 2017 | 4665 | 2648 | 2017 |
Profit Streak | 25.07 | 77.57 | 25.07 | 25.07 | 77.57 | 25.07 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492964 | -103373 | -455766 | -574527 | -435222 | -684201 |
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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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