Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223807.2454 | 245331.1035 | -21523.858 | -82380.2458 | 16315.7497 | -98695.9955 |
Total P&L (%) | 223.8072 | 245.3311 | -21.5239 | -82.3802 | 16.3158 | -98.696 |
Avg Daily Profit (%) | 0.1795 | 0.1967 | -0.0173 | -0.1391 | 0.0121 | -0.3474 |
Buy And Hold Return (%) | 20.7843 | 20.7843 | 20.7843 | 20.7843 | 20.7843 | 20.7843 |
Max Trade Drawdown | -148579 | -57285 | -201331 | -174613 | -11003 | -167004 |
Profit Factor | 1.2844 | 1.8226 | 0.956 | 0.6976 | 1.2327 | 0.5122 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 80 | 37 | 43 | 82 | 38 | 44 |
Losing Trades | 52 | 29 | 23 | 50 | 28 | 22 |
Profitability (%) | 60.6061 | 56.0606 | 65.1515 | 62.1212 | 57.5758 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8349 | 1.4286 | 0.5113 | 0.4254 | 0.9083 | 0.2561 |
Largest Winning Trade | 73706 | 73706 | 29067 | 39008 | 39008 | 25089 |
Largest Losing Trade | -114900 | -29313 | -114900 | -158515 | -30289 | -158515 |
Avg Bars in Trades | 55 | 60 | 49 | 55 | 60 | 49 |
Avg Bars in Winners | 40 | 42 | 39 | 45 | 49 | 41 |
Avg Bars in Losers | 77 | 84 | 68 | 71 | 76 | 65 |
Bars Traded | 7282 | 4006 | 3276 | 7282 | 4006 | 3276 |
Profit Streak | 24.677 | 24.677 | 49.0103 | 24.677 | 24.677 | 49.0103 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306682 | -112911 | -702431 | -577830 | -467071 | -702234 |
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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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