Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126329.7774 | 231314.6899 | -104984.9125 | 402578.5562 | 352721.9072 | 49856.649 |
Total P&L (%) | 126.3298 | 231.3147 | -104.9849 | 402.5786 | 352.7219 | 49.8566 |
Avg Daily Profit (%) | 0.1013 | 0.1855 | -0.0842 | 0.1296 | 0.1212 | 0.0324 |
Buy And Hold Return (%) | 42.2998 | 42.2998 | 42.2998 | 42.2998 | 42.2998 | 42.2998 |
Max Trade Drawdown | -324718 | -52785 | -320669 | -462118 | -116925 | -460503 |
Profit Factor | 1.165 | 2.1231 | 0.8124 | 1.3563 | 2.0157 | 1.0637 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 146 | 72 | 74 | 136 | 68 | 68 |
Losing Trades | 32 | 17 | 15 | 42 | 21 | 21 |
Profitability (%) | 82.0225 | 80.8989 | 83.1461 | 76.4045 | 76.4045 | 76.4045 |
Ratio Avg Win / Avg Loss | 0.2553 | 0.5013 | 0.1647 | 0.4188 | 0.6225 | 0.3285 |
Largest Winning Trade | 21180 | 20095 | 21180 | 306601 | 79264 | 306601 |
Largest Losing Trade | -263937 | -38268 | -263937 | -324866 | -92809 | -324866 |
Avg Bars in Trades | 20 | 22 | 17 | 20 | 22 | 17 |
Avg Bars in Winners | 10 | 11 | 9 | 13 | 15 | 11 |
Avg Bars in Losers | 64 | 67 | 60 | 42 | 45 | 39 |
Bars Traded | 3568 | 1987 | 1581 | 3568 | 1987 | 1581 |
Profit Streak | 26.2117 | 26.2117 | 42.2117 | 26.2117 | 26.2117 | 42.2117 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94291 | 485742 | -574803 | -14965 | -24986 | -406670 |
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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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