Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130985.9144 | 91924.0366 | 39061.8778 | 183209.1853 | 158878.1295 | 24331.0558 |
Total P&L (%) | 130.9859 | 91.924 | 39.0619 | 183.2092 | 158.8781 | 24.3311 |
Avg Daily Profit (%) | 0.503 | 0.353 | 0.15 | 0.4005 | 0.3659 | 0.0837 |
Buy And Hold Return (%) | 16.0983 | 16.0983 | 16.0983 | 16.0983 | 16.0983 | 16.0983 |
Max Trade Drawdown | -32514 | -27705 | -35848 | -114974 | -46355 | -114974 |
Profit Factor | 1.5876 | 1.9081 | 1.321 | 1.3909 | 1.8747 | 1.0848 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 68.1481 | 68.6567 | 67.6471 | 68.1481 | 68.6567 | 67.6471 |
Ratio Avg Win / Avg Loss | 0.742 | 0.8711 | 0.6318 | 0.6501 | 0.8559 | 0.5188 |
Largest Winning Trade | 11967 | 10949 | 11967 | 29394 | 17761 | 29394 |
Largest Losing Trade | -32514 | -17085 | -32514 | -114974 | -35116 | -114974 |
Avg Bars in Trades | 177 | 178 | 176 | 177 | 178 | 176 |
Avg Bars in Winners | 105 | 100 | 109 | 105 | 100 | 109 |
Avg Bars in Losers | 331 | 349 | 314 | 331 | 349 | 314 |
Bars Traded | 23926 | 11950 | 11976 | 23926 | 11950 | 11976 |
Profit Streak | 8.7624 | 8.7624 | 11.5436 | 8.7624 | 8.7624 | 11.5436 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477034 | -106074 | -105510 | 402255 | -105167 | -327552 |
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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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