Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182384.6977 | 142858.8523 | 39525.8454 | 277202.1064 | 231100.7189 | 46101.3875 |
Total P&L (%) | 182.3847 | 142.8589 | 39.5258 | 277.2021 | 231.1007 | 46.1014 |
Avg Daily Profit (%) | 0.1751 | 0.1371 | 0.0379 | 0.1275 | 0.115 | 0.0364 |
Buy And Hold Return (%) | 57.7234 | 57.7234 | 57.7234 | 57.7234 | 57.7234 | 57.7234 |
Max Trade Drawdown | -52206 | -38247 | -25344 | -232600 | -180797 | -118184 |
Profit Factor | 1.6582 | 1.7904 | 1.4103 | 1.3275 | 1.4172 | 1.1576 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 72.0588 | 73.5294 | 70.5882 | 72.0588 | 73.5294 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.643 | 0.6445 | 0.5876 | 0.5147 | 0.5102 | 0.4823 |
Largest Winning Trade | 35629 | 35629 | 10911 | 77858 | 77858 | 34547 |
Largest Losing Trade | -35646 | -35646 | -25344 | -165373 | -165373 | -118184 |
Avg Bars in Trades | 178 | 293 | 62 | 178 | 293 | 62 |
Avg Bars in Winners | 93 | 142 | 42 | 93 | 142 | 42 |
Avg Bars in Losers | 396 | 713 | 110 | 396 | 713 | 110 |
Bars Traded | 24245 | 19981 | 4264 | 24245 | 19981 | 4264 |
Profit Streak | 22.9029 | 22.9029 | 73.9862 | 22.9029 | 22.9029 | 73.9862 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326162 | -118636 | -414037 | -21430 | -148139 | -464001 |
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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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