Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80400.2601 | 65565.74 | 14834.5201 | 52476.1375 | 63453.929 | -10977.7915 |
Total P&L (%) | 80.4003 | 65.5657 | 14.8345 | 52.4761 | 63.4539 | -10.9778 |
Avg Daily Profit (%) | 0.3087 | 0.2518 | 0.057 | 0.1621 | 0.1889 | -0.0446 |
Buy And Hold Return (%) | 18.6686 | 18.6686 | 18.6686 | 18.6686 | 18.6686 | 18.6686 |
Max Trade Drawdown | -65646 | -31393 | -41681 | -89205 | -38153 | -71090 |
Profit Factor | 1.2566 | 1.4446 | 1.0894 | 1.1261 | 1.3373 | 0.9519 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 116 | 56 | 60 | 116 | 56 | 60 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 69.4611 | 66.6667 | 72.2892 | 69.4611 | 66.6667 | 72.2892 |
Ratio Avg Win / Avg Loss | 0.5525 | 0.7223 | 0.4176 | 0.4951 | 0.6687 | 0.3649 |
Largest Winning Trade | 14057 | 14057 | 11995 | 12290 | 12290 | 12231 |
Largest Losing Trade | -33200 | -18604 | -33200 | -71090 | -26502 | -71090 |
Avg Bars in Trades | 146 | 141 | 151 | 146 | 141 | 151 |
Avg Bars in Winners | 80 | 70 | 90 | 80 | 70 | 90 |
Avg Bars in Losers | 297 | 285 | 311 | 297 | 285 | 311 |
Bars Traded | 24517 | 11909 | 12608 | 24517 | 11909 | 12608 |
Profit Streak | 6.9176 | 6.9176 | 14.4593 | 6.9176 | 6.9176 | 14.4593 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301592 | 236806 | -403476 | -75895 | 190223 | -577785 |
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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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