Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274161.7793 | 241430.4702 | 32731.3091 | 410711.7682 | 146910.6488 | 263801.1195 |
Total P&L (%) | 274.1618 | 241.4305 | 32.7313 | 410.7118 | 146.9106 | 263.8011 |
Avg Daily Profit (%) | 0.1521 | 0.134 | 0.0182 | 0.0905 | 0.0502 | 0.0717 |
Buy And Hold Return (%) | 69.5957 | 69.5957 | 69.5957 | 69.5957 | 69.5957 | 69.5957 |
Max Trade Drawdown | -112110 | -66476 | -45634 | -423584 | -489078 | -111008 |
Profit Factor | 1.6768 | 1.9387 | 1.2213 | 1.2507 | 1.1131 | 1.7768 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 122 | 67 | 55 | 122 | 67 | 55 |
Losing Trades | 42 | 15 | 27 | 42 | 15 | 27 |
Profitability (%) | 74.3902 | 81.7073 | 67.0732 | 74.3902 | 81.7073 | 67.0732 |
Ratio Avg Win / Avg Loss | 0.5773 | 0.434 | 0.5996 | 0.4306 | 0.2492 | 0.8722 |
Largest Winning Trade | 39089 | 39089 | 17685 | 113041 | 113041 | 50358 |
Largest Losing Trade | -52856 | -52856 | -34840 | -360664 | -360664 | -104569 |
Avg Bars in Trades | 60 | 111 | 10 | 60 | 111 | 10 |
Avg Bars in Winners | 27 | 45 | 5 | 27 | 45 | 5 |
Avg Bars in Losers | 157 | 402 | 21 | 157 | 402 | 21 |
Bars Traded | 9983 | 9103 | 880 | 9983 | 9103 | 880 |
Profit Streak | 724.1885 | 724.1885 | 825.0219 | 724.1885 | 724.1885 | 825.0219 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384702 | -15532 | -336777 | -69384 | -229354 | -99395 |
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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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