Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101561.2275 | 76294.8399 | 25266.3876 | 98227.5885 | 108133.5511 | -9905.9626 |
Total P&L (%) | 101.5612 | 76.2948 | 25.2664 | 98.2276 | 108.1336 | -9.906 |
Avg Daily Profit (%) | 0.39 | 0.293 | 0.097 | 0.2631 | 0.2819 | -0.04 |
Buy And Hold Return (%) | 31.9905 | 31.9905 | 31.9905 | 31.9905 | 31.9905 | 31.9905 |
Max Trade Drawdown | -46765 | -20438 | -35782 | -128112 | -42941 | -105139 |
Profit Factor | 1.3221 | 1.509 | 1.1527 | 1.1805 | 1.4733 | 0.9686 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 143 | 75 | 68 | 143 | 75 | 68 |
Losing Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Profitability (%) | 70.098 | 73.5294 | 66.6667 | 70.098 | 73.5294 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.564 | 0.5432 | 0.5764 | 0.5036 | 0.5304 | 0.4843 |
Largest Winning Trade | 17048 | 17048 | 11834 | 25332 | 19073 | 25332 |
Largest Losing Trade | -32727 | -19294 | -32727 | -96979 | -40285 | -96979 |
Avg Bars in Trades | 121 | 114 | 128 | 121 | 114 | 128 |
Avg Bars in Winners | 66 | 60 | 73 | 66 | 60 | 73 |
Avg Bars in Losers | 250 | 266 | 237 | 250 | 266 | 237 |
Bars Traded | 24762 | 11692 | 13069 | 24762 | 11692 | 13069 |
Profit Streak | 6.1329 | 6.1329 | 12.1329 | 6.1329 | 6.1329 | 12.1329 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315361 | 237798 | -281566 | -14600 | 282303 | -578932 |
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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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