Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356987.1416 | 231839.7802 | 125147.3614 | 455117.1448 | 430084.2142 | 25032.9306 |
Total P&L (%) | 356.9871 | 231.8398 | 125.1474 | 455.1171 | 430.0842 | 25.0329 |
Avg Daily Profit (%) | 0.2887 | 0.1875 | 0.1012 | 0.1387 | 0.135 | 0.0181 |
Buy And Hold Return (%) | 61.904 | 61.904 | 61.904 | 61.904 | 61.904 | 61.904 |
Max Trade Drawdown | -166279 | -111883 | -76074 | -728068 | -489234 | -400659 |
Profit Factor | 1.5079 | 1.6699 | 1.3508 | 1.1464 | 1.299 | 1.015 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 56.7742 | 53.2468 | 60.2564 | 56.7742 | 53.2468 | 60.2564 |
Ratio Avg Win / Avg Loss | 1.1481 | 1.4662 | 0.891 | 0.8729 | 1.1406 | 0.6695 |
Largest Winning Trade | 72657 | 72657 | 29268 | 193782 | 154983 | 193782 |
Largest Losing Trade | -45244 | -27602 | -45244 | -291721 | -163214 | -291721 |
Avg Bars in Trades | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Winners | 21 | 25 | 17 | 21 | 25 | 17 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 3451 | 1867 | 1584 | 3451 | 1867 | 1584 |
Profit Streak | 27.5376 | 27.5376 | 42.2043 | 27.5376 | 27.5376 | 42.2043 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444414 | -33600 | -97006 | -65508 | -53487 | -571338 |
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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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