Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260173.6695 | 150007.9313 | 110165.7382 | 703375.6122 | 451669.9507 | 251705.6615 |
Total P&L (%) | 260.1737 | 150.0079 | 110.1657 | 703.3756 | 451.67 | 251.7057 |
Avg Daily Profit (%) | 0.1827 | 0.1053 | 0.0774 | 0.1464 | 0.12 | 0.0884 |
Buy And Hold Return (%) | 62.2517 | 62.2517 | 62.2517 | 62.2517 | 62.2517 | 62.2517 |
Max Trade Drawdown | -59550 | -32117 | -58894 | -267944 | -148483 | -265568 |
Profit Factor | 2.6657 | 3.6027 | 2.1178 | 2.15 | 3.1227 | 1.6311 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 11 | 5 | 6 | 11 | 5 | 6 |
Profitability (%) | 87.0588 | 88.0952 | 86.0465 | 87.0588 | 88.0952 | 86.0465 |
Ratio Avg Win / Avg Loss | 0.3963 | 0.4869 | 0.3434 | 0.3196 | 0.422 | 0.2645 |
Largest Winning Trade | 19651 | 19651 | 17318 | 56501 | 56501 | 54592 |
Largest Losing Trade | -50351 | -32117 | -50351 | -197112 | -148483 | -197112 |
Avg Bars in Trades | 29 | 36 | 21 | 29 | 36 | 21 |
Avg Bars in Winners | 12 | 15 | 8 | 12 | 15 | 8 |
Avg Bars in Losers | 144 | 193 | 103 | 144 | 193 | 103 |
Bars Traded | 2476 | 1546 | 930 | 2476 | 1546 | 930 |
Profit Streak | 33.4027 | 147.9027 | 33.4027 | 33.4027 | 147.9027 | 33.4027 |
Trades During Streak | 6 | 10 | 3 | 6 | 10 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527149 | -46228 | -90575 | 399208 | -23331 | -70619 |
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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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