Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108585.1142 | 78359.8551 | 30225.2591 | 108731.6671 | 115835.6976 | -7104.0306 |
Total P&L (%) | 108.5851 | 78.3599 | 30.2253 | 108.7317 | 115.8357 | -7.104 |
Avg Daily Profit (%) | 0.417 | 0.3009 | 0.1161 | 0.283 | 0.2959 | -0.0283 |
Buy And Hold Return (%) | 20.6165 | 20.6165 | 20.6165 | 20.6165 | 20.6165 | 20.6165 |
Max Trade Drawdown | -49126 | -26162 | -50314 | -131736 | -53788 | -129858 |
Profit Factor | 1.3832 | 1.6603 | 1.1835 | 1.1832 | 1.5023 | 0.9804 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 68.0982 | 67.0732 | 69.1358 | 68.0982 | 67.0732 | 69.1358 |
Ratio Avg Win / Avg Loss | 0.648 | 0.8151 | 0.5284 | 0.5543 | 0.7375 | 0.4377 |
Largest Winning Trade | 12569 | 11940 | 12569 | 20763 | 16618 | 20763 |
Largest Losing Trade | -38438 | -14435 | -38438 | -109070 | -26861 | -109070 |
Avg Bars in Trades | 150 | 118 | 183 | 150 | 118 | 183 |
Avg Bars in Winners | 95 | 72 | 117 | 95 | 72 | 117 |
Avg Bars in Losers | 268 | 211 | 329 | 268 | 211 | 329 |
Bars Traded | 24555 | 9720 | 14835 | 24555 | 9720 | 14835 |
Profit Streak | 6.751 | 6.751 | 19.2406 | 6.751 | 6.751 | 19.2406 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384356 | 152951 | -88133 | -10110 | 178941 | -589762 |
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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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