Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209555.2076 | 155720.8293 | 53834.3783 | 282296.7853 | 257229.0225 | 25067.7628 |
Total P&L (%) | 209.5552 | 155.7208 | 53.8344 | 282.2968 | 257.229 | 25.0678 |
Avg Daily Profit (%) | 0.2012 | 0.1495 | 0.0517 | 0.1288 | 0.1223 | 0.0215 |
Buy And Hold Return (%) | 48.9439 | 48.9439 | 48.9439 | 48.9439 | 48.9439 | 48.9439 |
Max Trade Drawdown | -54042 | -32566 | -55946 | -121098 | -111745 | -135011 |
Profit Factor | 1.7199 | 2.3945 | 1.3001 | 1.4636 | 2.1589 | 1.0648 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 79.5455 | 80.303 | 78.7879 | 79.5455 | 80.303 | 78.7879 |
Ratio Avg Win / Avg Loss | 0.4423 | 0.5873 | 0.35 | 0.3764 | 0.5296 | 0.2867 |
Largest Winning Trade | 31437 | 31437 | 30772 | 69558 | 69558 | 52064 |
Largest Losing Trade | -54042 | -32566 | -54042 | -120809 | -111745 | -120809 |
Avg Bars in Trades | 184 | 185 | 183 | 184 | 185 | 183 |
Avg Bars in Winners | 115 | 108 | 122 | 115 | 108 | 122 |
Avg Bars in Losers | 455 | 501 | 412 | 455 | 501 | 412 |
Bars Traded | 24410 | 12272 | 12138 | 24410 | 12272 | 12138 |
Profit Streak | 39.7128 | 157.0878 | 39.7128 | 39.7128 | 157.0878 | 39.7128 |
Trades During Streak | 8 | 13 | 4 | 8 | 13 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440089 | -113269 | -379109 | -16357 | -148192 | -599816 |
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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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