Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198960.5582 | 133859.8498 | 65100.7084 | 31961.7467 | 22281.2709 | 9680.4758 |
Total P&L (%) | 198.9606 | 133.8599 | 65.1007 | 31.9617 | 22.2813 | 9.6805 |
Avg Daily Profit (%) | 0.164 | 0.1104 | 0.0537 | 0.0229 | 0.0166 | 0.0076 |
Buy And Hold Return (%) | 24.8936 | 24.8936 | 24.8936 | 24.8936 | 24.8936 | 24.8936 |
Max Trade Drawdown | -76985 | -66215 | -88896 | -101246 | -95457 | -126617 |
Profit Factor | 1.3687 | 1.483 | 1.2481 | 1.0525 | 1.0688 | 1.034 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 65.3846 | 65.3846 | 65.3846 | 65.3846 | 65.3846 | 65.3846 |
Ratio Avg Win / Avg Loss | 0.7246 | 0.7851 | 0.6607 | 0.5572 | 0.5658 | 0.5474 |
Largest Winning Trade | 29124 | 29124 | 19211 | 24973 | 24973 | 18678 |
Largest Losing Trade | -61627 | -56152 | -61627 | -91373 | -75252 | -91373 |
Avg Bars in Trades | 33 | 39 | 26 | 33 | 39 | 26 |
Avg Bars in Winners | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Losers | 55 | 72 | 37 | 55 | 72 | 37 |
Bars Traded | 3442 | 2069 | 1373 | 3442 | 2069 | 1373 |
Profit Streak | 42.6662 | 140.6662 | 42.6662 | 42.6662 | 140.6662 | 42.6662 |
Trades During Streak | 6 | 8 | 3 | 6 | 8 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359671 | -223765 | -302961 | -400374 | -659564 | -709609 |
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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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