Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68687.3083 | 55153.185 | 13534.1233 | 48993.2801 | 30893.4513 | 18099.8288 |
Total P&L (%) | 68.6873 | 55.1532 | 13.5341 | 48.9933 | 30.8935 | 18.0998 |
Avg Daily Profit (%) | 0.2638 | 0.2118 | 0.052 | 0.1532 | 0.1034 | 0.0639 |
Buy And Hold Return (%) | 10.2823 | 10.2823 | 10.2823 | 10.2823 | 10.2823 | 10.2823 |
Max Trade Drawdown | -108879 | -39230 | -77752 | -209010 | -92180 | -132754 |
Profit Factor | 1.2632 | 1.4636 | 1.0953 | 1.1074 | 1.136 | 1.079 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 100 | 46 | 54 | 100 | 46 | 54 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 74.0741 | 68.6567 | 79.4118 | 74.0741 | 68.6567 | 79.4118 |
Ratio Avg Win / Avg Loss | 0.4421 | 0.6682 | 0.284 | 0.3876 | 0.5186 | 0.2797 |
Largest Winning Trade | 18354 | 18354 | 9299 | 43098 | 43098 | 17227 |
Largest Losing Trade | -24394 | -14622 | -24394 | -39482 | -39482 | -34587 |
Avg Bars in Trades | 178 | 175 | 181 | 178 | 175 | 181 |
Avg Bars in Winners | 105 | 104 | 106 | 105 | 104 | 106 |
Avg Bars in Losers | 387 | 330 | 472 | 387 | 330 | 472 |
Bars Traded | 24103 | 11746 | 12357 | 24103 | 11746 | 12357 |
Profit Streak | 10.1327 | 0 | 13.5806 | 10.1327 | 0 | 13.5806 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319972 | -109609 | -414430 | -95653 | -246277 | -357530 |
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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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