Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161904.4419 | 207035.3097 | -45130.8678 | 541774.5534 | 336451.8455 | 205322.708 |
Total P&L (%) | 161.9044 | 207.0353 | -45.1309 | 541.7746 | 336.4518 | 205.3227 |
Avg Daily Profit (%) | 0.1312 | 0.1677 | -0.0366 | 0.1507 | 0.1195 | 0.0905 |
Buy And Hold Return (%) | 17.1813 | 17.1813 | 17.1813 | 17.1813 | 17.1813 | 17.1813 |
Max Trade Drawdown | -221482 | -50709 | -229870 | -295997 | -224297 | -259159 |
Profit Factor | 1.2646 | 2.1493 | 0.8955 | 1.4973 | 1.7647 | 1.3161 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 94 | 47 | 47 | 90 | 46 | 44 |
Losing Trades | 23 | 11 | 12 | 27 | 12 | 15 |
Profitability (%) | 80.3419 | 81.0345 | 79.661 | 76.9231 | 79.3103 | 74.5763 |
Ratio Avg Win / Avg Loss | 0.3094 | 0.503 | 0.2286 | 0.4492 | 0.4604 | 0.4487 |
Largest Winning Trade | 26919 | 26919 | 19240 | 148407 | 74662 | 148407 |
Largest Losing Trade | -145522 | -50709 | -145522 | -224297 | -224297 | -196150 |
Avg Bars in Trades | 120 | 137 | 103 | 120 | 137 | 103 |
Avg Bars in Winners | 62 | 68 | 55 | 81 | 90 | 71 |
Avg Bars in Losers | 356 | 430 | 289 | 250 | 318 | 195 |
Bars Traded | 14063 | 7964 | 6098 | 14063 | 7964 | 6098 |
Profit Streak | 26.117 | 83.7837 | 26.117 | 26.117 | 83.7837 | 26.117 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13690 | -165999 | -752594 | 461544 | -207808 | -246131 |
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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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