Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326981.0991 | 298196.6944 | 28784.4047 | 689955.5989 | 506146.6661 | 183808.9329 |
Total P&L (%) | 326.9811 | 298.1967 | 28.7844 | 689.9556 | 506.1467 | 183.8089 |
Avg Daily Profit (%) | 0.3712 | 0.3385 | 0.0327 | 0.2349 | 0.2048 | 0.1185 |
Buy And Hold Return (%) | 198.9196 | 198.9196 | 198.9196 | 198.9196 | 198.9196 | 198.9196 |
Max Trade Drawdown | -88160 | -68189 | -49007 | -196755 | -175433 | -133330 |
Profit Factor | 2.1877 | 2.6365 | 1.3092 | 1.9133 | 1.8919 | 1.9779 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 60 | 62.5 | 57.5758 | 60 | 62.5 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.4585 | 1.5819 | 0.9647 | 1.2755 | 1.1351 | 1.4574 |
Largest Winning Trade | 76350 | 76350 | 18001 | 214221 | 214221 | 55374 |
Largest Losing Trade | -43802 | -43802 | -18864 | -168450 | -168450 | -44986 |
Avg Bars in Trades | 150 | 277 | 27 | 150 | 277 | 27 |
Avg Bars in Winners | 100 | 168 | 29 | 100 | 168 | 29 |
Avg Bars in Losers | 224 | 458 | 24 | 224 | 458 | 24 |
Bars Traded | 9776 | 8873 | 903 | 9776 | 8873 | 903 |
Profit Streak | 15.4723 | 0 | 317.5556 | 15.4723 | 0 | 317.5556 |
Trades During Streak | 1 | 0 | 9 | 1 | 0 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131249 | 176894 | -313834 | -125957 | 310717 | -195238 |
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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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