Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367398.3068 | 344833.5932 | 22564.7136 | 203195.1323 | 102973.5125 | 100221.6198 |
Total P&L (%) | 367.3983 | 344.8336 | 22.5647 | 203.1951 | 102.9735 | 100.2216 |
Avg Daily Profit (%) | 0.1715 | 0.161 | 0.0105 | 0.0518 | 0.0331 | 0.0324 |
Buy And Hold Return (%) | 141.6838 | 141.6838 | 141.6838 | 141.6838 | 141.6838 | 141.6838 |
Max Trade Drawdown | -176240 | -162752 | -57121 | -727470 | -641064 | -185498 |
Profit Factor | 1.684 | 2.0069 | 1.1159 | 1.1364 | 1.1016 | 1.2106 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 55.9633 | 57.4074 | 54.5455 | 55.9633 | 57.4074 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.3251 | 1.489 | 0.9299 | 0.8942 | 0.8173 | 1.0089 |
Largest Winning Trade | 122271 | 122271 | 36549 | 215890 | 198999 | 215890 |
Largest Losing Trade | -58434 | -58434 | -51036 | -285947 | -285947 | -115552 |
Avg Bars in Trades | 114 | 208 | 22 | 114 | 208 | 22 |
Avg Bars in Winners | 87 | 154 | 18 | 87 | 154 | 18 |
Avg Bars in Losers | 148 | 280 | 26 | 148 | 280 | 26 |
Bars Traded | 12467 | 11240 | 1227 | 12467 | 11240 | 1227 |
Profit Streak | 134.6445 | 156.3112 | 134.6445 | 134.6445 | 156.3112 | 134.6445 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305846 | -171719 | -617057 | -224074 | -602680 | -493658 |
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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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