Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244446.33 | 225582.9264 | 18863.4036 | 210936.7695 | 142439.0178 | 68497.7516 |
Total P&L (%) | 244.4463 | 225.5829 | 18.8634 | 210.9368 | 142.439 | 68.4978 |
Avg Daily Profit (%) | 0.1973 | 0.182 | 0.0152 | 0.0916 | 0.0715 | 0.0421 |
Buy And Hold Return (%) | 109.9434 | 109.9434 | 109.9434 | 109.9434 | 109.9434 | 109.9434 |
Max Trade Drawdown | -146202 | -47943 | -120197 | -105320 | -105320 | -80932 |
Profit Factor | 1.4511 | 2.2888 | 1.0514 | 1.4306 | 1.7402 | 1.2303 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 118 | 57 | 61 | 108 | 53 | 55 |
Losing Trades | 17 | 10 | 7 | 27 | 14 | 13 |
Profitability (%) | 87.4074 | 85.0746 | 89.7059 | 80 | 79.1045 | 80.8824 |
Ratio Avg Win / Avg Loss | 0.2091 | 0.4016 | 0.1207 | 0.3577 | 0.4597 | 0.2908 |
Largest Winning Trade | 19604 | 19604 | 16374 | 71392 | 30634 | 71392 |
Largest Losing Trade | -127815 | -47943 | -127815 | -127815 | -105320 | -127815 |
Avg Bars in Trades | 34 | 39 | 29 | 34 | 39 | 29 |
Avg Bars in Winners | 16 | 17 | 16 | 23 | 25 | 20 |
Avg Bars in Losers | 156 | 164 | 145 | 80 | 94 | 66 |
Bars Traded | 4666 | 2658 | 2008 | 4666 | 2658 | 2008 |
Profit Streak | 29.5976 | 80.8476 | 29.5976 | 29.5976 | 80.8476 | 29.5976 |
Trades During Streak | 10 | 6 | 5 | 10 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305308 | -108288 | -606445 | -72689 | -282194 | -407836 |
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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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