Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108698.8768 | 78087.5925 | 30611.2843 | 105448.5165 | 106695.734 | -1247.2176 |
Total P&L (%) | 108.6989 | 78.0876 | 30.6113 | 105.4485 | 106.6957 | -1.2472 |
Avg Daily Profit (%) | 0.4174 | 0.2999 | 0.1175 | 0.2769 | 0.2792 | -0.0048 |
Buy And Hold Return (%) | 25.5832 | 25.5832 | 25.5832 | 25.5832 | 25.5832 | 25.5832 |
Max Trade Drawdown | -48898 | -31701 | -45318 | -131511 | -56456 | -130907 |
Profit Factor | 1.3556 | 1.5422 | 1.1894 | 1.1833 | 1.4373 | 0.9962 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 117 | 55 | 62 | 117 | 55 | 62 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 64.6409 | 60.4396 | 68.8889 | 64.6409 | 60.4396 | 68.8889 |
Ratio Avg Win / Avg Loss | 0.7415 | 1.0095 | 0.5371 | 0.6473 | 0.9408 | 0.4499 |
Largest Winning Trade | 14088 | 14088 | 11300 | 21992 | 15974 | 21992 |
Largest Losing Trade | -38985 | -16475 | -38985 | -112380 | -29319 | -112380 |
Avg Bars in Trades | 135 | 135 | 135 | 135 | 135 | 135 |
Avg Bars in Winners | 90 | 92 | 88 | 90 | 92 | 88 |
Avg Bars in Losers | 218 | 201 | 241 | 218 | 201 | 241 |
Bars Traded | 24583 | 12371 | 12212 | 24583 | 12371 | 12212 |
Profit Streak | 4.7774 | 4.7774 | 17.3607 | 4.7774 | 4.7774 | 17.3607 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329319 | 273405 | -151943 | -11485 | 219759 | -578146 |
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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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