Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117838.8425 | 85501.1192 | 32337.7233 | 138228.5576 | 141759.365 | -3530.8074 |
Total P&L (%) | 117.8388 | 85.5011 | 32.3377 | 138.2286 | 141.7594 | -3.5308 |
Avg Daily Profit (%) | 0.4525 | 0.3283 | 0.1242 | 0.3339 | 0.3396 | -0.0138 |
Buy And Hold Return (%) | 34.8337 | 34.8337 | 34.8337 | 34.8337 | 34.8337 | 34.8337 |
Max Trade Drawdown | -52735 | -31983 | -36167 | -102289 | -64218 | -119427 |
Profit Factor | 1.6233 | 2.5579 | 1.241 | 1.3116 | 2.2082 | 0.9892 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Losing Trades | 20 | 8 | 12 | 20 | 8 | 12 |
Profitability (%) | 80.9524 | 84.6154 | 77.3585 | 80.9524 | 84.6154 | 77.3585 |
Ratio Avg Win / Avg Loss | 0.382 | 0.4651 | 0.3632 | 0.3086 | 0.4015 | 0.2895 |
Largest Winning Trade | 14547 | 14547 | 13092 | 21296 | 21296 | 21190 |
Largest Losing Trade | -30267 | -18525 | -30267 | -93347 | -36492 | -93347 |
Avg Bars in Trades | 228 | 179 | 277 | 228 | 179 | 277 |
Avg Bars in Winners | 124 | 112 | 138 | 124 | 112 | 138 |
Avg Bars in Losers | 670 | 547 | 752 | 670 | 547 | 752 |
Bars Traded | 24012 | 9310 | 14702 | 24012 | 9310 | 14702 |
Profit Streak | 7.3634 | 25.155 | 7.3634 | 7.3634 | 25.155 | 7.3634 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417313 | -168650 | -372184 | 334471 | -167531 | -758002 |
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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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