Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326249.3326 | 258930.2401 | 67319.0925 | -30488.081 | 33853.7015 | -64341.7826 |
Total P&L (%) | 326.2493 | 258.9302 | 67.3191 | -30.4881 | 33.8537 | -64.3418 |
Avg Daily Profit (%) | 0.2643 | 0.2097 | 0.0545 | -0.0295 | 0.0236 | -0.0835 |
Buy And Hold Return (%) | 107.4862 | 107.4862 | 107.4862 | 107.4862 | 107.4862 | 107.4862 |
Max Trade Drawdown | -137040 | -51286 | -115310 | -24544 | -24544 | -17938 |
Profit Factor | 1.6388 | 2.4988 | 1.1992 | 0.8233 | 1.9439 | 0.5292 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 94 | 46 | 48 | 86 | 43 | 43 |
Losing Trades | 19 | 10 | 9 | 27 | 13 | 14 |
Profitability (%) | 83.1858 | 82.1429 | 84.2105 | 76.1062 | 76.7857 | 75.4386 |
Ratio Avg Win / Avg Loss | 0.3313 | 0.5432 | 0.2249 | 0.2585 | 0.5877 | 0.1723 |
Largest Winning Trade | 28944 | 28944 | 18938 | 11610 | 6696 | 11610 |
Largest Losing Trade | -115310 | -51286 | -115310 | -105433 | -24544 | -105433 |
Avg Bars in Trades | 41 | 47 | 35 | 41 | 47 | 35 |
Avg Bars in Winners | 20 | 23 | 18 | 28 | 32 | 24 |
Avg Bars in Losers | 143 | 158 | 126 | 82 | 97 | 69 |
Bars Traded | 4666 | 2658 | 2008 | 4666 | 2658 | 2008 |
Profit Streak | 26.9055 | 153.1555 | 26.9055 | 26.9055 | 153.1555 | 26.9055 |
Trades During Streak | 6 | 10 | 3 | 6 | 10 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423733 | -168868 | -463237 | -575238 | -501194 | -756071 |
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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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