Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181345.1489 | 68118.7766 | 113226.3723 | 128741.7322 | 107394.1096 | 21347.6226 |
Total P&L (%) | 181.3451 | 68.1188 | 113.2264 | 128.7417 | 107.3941 | 21.3476 |
Avg Daily Profit (%) | 0.168 | 0.0631 | 0.1049 | 0.0767 | 0.0676 | 0.0179 |
Buy And Hold Return (%) | 32.7561 | 32.7561 | 32.7561 | 32.7561 | 32.7561 | 32.7561 |
Max Trade Drawdown | -101268 | -47244 | -73766 | -276187 | -96444 | -241948 |
Profit Factor | 1.5071 | 1.3965 | 1.6093 | 1.1936 | 1.4231 | 1.0519 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 80.292 | 78.2609 | 82.3529 | 80.292 | 78.2609 | 82.3529 |
Ratio Avg Win / Avg Loss | 0.3699 | 0.3879 | 0.3448 | 0.293 | 0.3953 | 0.2254 |
Largest Winning Trade | 19994 | 19994 | 16313 | 32472 | 32472 | 31792 |
Largest Losing Trade | -61972 | -39296 | -61972 | -214378 | -59306 | -214378 |
Avg Bars in Trades | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Winners | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Losers | 56 | 51 | 63 | 56 | 51 | 63 |
Bars Traded | 2894 | 1382 | 1512 | 2894 | 1382 | 1512 |
Profit Streak | 70.6614 | 100.3281 | 70.6614 | 70.6614 | 100.3281 | 70.6614 |
Trades During Streak | 11 | 8 | 5 | 11 | 8 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451996 | -212219 | -158720 | -95594 | -202571 | -603071 |
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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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