Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128536.0965 | 90159.3167 | 38376.7799 | 161284.1547 | 134965.7669 | 26318.3877 |
Total P&L (%) | 128.5361 | 90.1593 | 38.3768 | 161.2842 | 134.9658 | 26.3184 |
Avg Daily Profit (%) | 0.4936 | 0.3462 | 0.1474 | 0.3695 | 0.3286 | 0.0898 |
Buy And Hold Return (%) | 22.733 | 22.733 | 22.733 | 22.733 | 22.733 | 22.733 |
Max Trade Drawdown | -36668 | -32337 | -34663 | -104970 | -37086 | -92487 |
Profit Factor | 1.4949 | 1.7615 | 1.2715 | 1.3858 | 1.8064 | 1.105 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 65.4135 | 64.1791 | 66.6667 | 65.4135 | 64.1791 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7904 | 0.9832 | 0.6358 | 0.7327 | 1.0082 | 0.5525 |
Largest Winning Trade | 13615 | 13615 | 10511 | 25957 | 18002 | 25957 |
Largest Losing Trade | -32047 | -16794 | -32047 | -92487 | -33806 | -92487 |
Avg Bars in Trades | 184 | 177 | 191 | 184 | 177 | 191 |
Avg Bars in Winners | 123 | 115 | 131 | 123 | 115 | 131 |
Avg Bars in Losers | 299 | 289 | 309 | 299 | 289 | 309 |
Bars Traded | 24533 | 11919 | 12614 | 24533 | 11919 | 12614 |
Profit Streak | 4.8433 | 4.8433 | 12.2287 | 4.8433 | 4.8433 | 12.2287 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407604 | -108020 | -128947 | 377734 | -104874 | -418433 |
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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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