Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289083.3098 | 216710.2924 | 72373.0173 | -6902.8942 | 2059.4196 | -8962.3138 |
Total P&L (%) | 289.0833 | 216.7103 | 72.373 | -6.9029 | 2.0594 | -8.9623 |
Avg Daily Profit (%) | 0.2335 | 0.175 | 0.0585 | -0.0058 | 0.0016 | -0.0076 |
Buy And Hold Return (%) | 93.0249 | 93.0249 | 93.0249 | 93.0249 | 93.0249 | 93.0249 |
Max Trade Drawdown | -136522 | -78071 | -92592 | -374171 | -264250 | -145281 |
Profit Factor | 1.4983 | 1.9163 | 1.2106 | 0.9914 | 1.0054 | 0.9784 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 124 | 61 | 63 | 124 | 61 | 63 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 76.5432 | 75.3086 | 77.7778 | 76.5432 | 75.3086 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.4592 | 0.6283 | 0.3459 | 0.3038 | 0.3296 | 0.2795 |
Largest Winning Trade | 26631 | 26631 | 21180 | 39292 | 32776 | 39292 |
Largest Losing Trade | -92592 | -41276 | -92592 | -181480 | -181480 | -87191 |
Avg Bars in Trades | 20 | 23 | 17 | 20 | 23 | 17 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 45 | 56 | 33 | 45 | 56 | 33 |
Bars Traded | 3376 | 1926 | 1450 | 3376 | 1926 | 1450 |
Profit Streak | 41.1572 | 90.4906 | 41.1572 | 41.1572 | 90.4906 | 41.1572 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362729 | -3183 | -290018 | -575223 | -579448 | -588030 |
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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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