Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129225.1598 | 87800.651 | 41424.5088 | 178800.2099 | 164806.852 | 13993.3579 |
Total P&L (%) | 129.2252 | 87.8007 | 41.4245 | 178.8002 | 164.8069 | 13.9934 |
Avg Daily Profit (%) | 0.4962 | 0.3372 | 0.1591 | 0.3945 | 0.3746 | 0.0503 |
Buy And Hold Return (%) | 18.8476 | 18.8476 | 18.8476 | 18.8476 | 18.8476 | 18.8476 |
Max Trade Drawdown | -42170 | -24220 | -32393 | -180514 | -52423 | -147567 |
Profit Factor | 1.5894 | 1.8328 | 1.3639 | 1.3247 | 1.7444 | 1.0425 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 69.8413 | 69.8413 | 69.8413 | 69.8413 | 69.8413 | 69.8413 |
Ratio Avg Win / Avg Loss | 0.6863 | 0.7914 | 0.589 | 0.572 | 0.7532 | 0.4502 |
Largest Winning Trade | 12812 | 12812 | 11692 | 33717 | 21914 | 33717 |
Largest Losing Trade | -32393 | -14998 | -32393 | -146315 | -47147 | -146315 |
Avg Bars in Trades | 196 | 199 | 192 | 196 | 199 | 192 |
Avg Bars in Winners | 111 | 111 | 111 | 111 | 111 | 111 |
Avg Bars in Losers | 392 | 402 | 382 | 392 | 402 | 382 |
Bars Traded | 24713 | 12558 | 12155 | 24713 | 12558 | 12155 |
Profit Streak | 1.4228 | 0 | 8.9853 | 1.4228 | 0 | 8.9853 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330277 | -137647 | -143878 | 244207 | -135860 | -611336 |
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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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