Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138473.1952 | 199831.6892 | -61358.494 | 1150394.1624 | 492154.1616 | 658240.0008 |
Total P&L (%) | 138.4732 | 199.8317 | -61.3585 | 1150.3942 | 492.1542 | 658.24 |
Avg Daily Profit (%) | 0.1122 | 0.1619 | -0.0497 | 0.2048 | 0.1442 | 0.1642 |
Buy And Hold Return (%) | 11.8497 | 11.8497 | 11.8497 | 11.8497 | 11.8497 | 11.8497 |
Max Trade Drawdown | -131985 | -48755 | -131985 | -552198 | -563406 | -501371 |
Profit Factor | 1.244 | 2.5234 | 0.8594 | 1.5458 | 1.544 | 1.5471 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 94 | 46 | 48 | 82 | 41 | 41 |
Losing Trades | 19 | 10 | 9 | 31 | 15 | 16 |
Profitability (%) | 83.1858 | 82.1429 | 84.2105 | 72.5664 | 73.2143 | 71.9298 |
Ratio Avg Win / Avg Loss | 0.2515 | 0.5486 | 0.1611 | 0.5844 | 0.5649 | 0.6038 |
Largest Winning Trade | 30595 | 30595 | 24379 | 488225 | 172145 | 488225 |
Largest Losing Trade | -187868 | -47729 | -187868 | -552198 | -552198 | -319343 |
Avg Bars in Trades | 41 | 33 | 49 | 41 | 33 | 49 |
Avg Bars in Winners | 21 | 14 | 29 | 27 | 19 | 36 |
Avg Bars in Losers | 138 | 122 | 157 | 78 | 72 | 83 |
Bars Traded | 4693 | 1876 | 2817 | 4693 | 1876 | 2817 |
Profit Streak | 24.9055 | 85.1555 | 24.9055 | 24.9055 | 85.1555 | 24.9055 |
Trades During Streak | 6 | 7 | 3 | 6 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38812 | -165088 | -755070 | 471070 | -176164 | -168088 |
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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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