Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344404.9222 | 231421.0186 | 112983.9036 | 248855.5822 | 182553.4352 | 66302.147 |
Total P&L (%) | 344.4049 | 231.421 | 112.9839 | 248.8556 | 182.5534 | 66.3021 |
Avg Daily Profit (%) | 0.3306 | 0.2222 | 0.1085 | 0.12 | 0.0998 | 0.0488 |
Buy And Hold Return (%) | 13.8873 | 13.8873 | 13.8873 | 13.8873 | 13.8873 | 13.8873 |
Max Trade Drawdown | -102774 | -50154 | -105174 | -108980 | -123757 | -108912 |
Profit Factor | 1.9858 | 2.8314 | 1.5066 | 1.6165 | 2.1099 | 1.2772 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 16 | 8 | 8 | 16 | 8 | 8 |
Profitability (%) | 80.4878 | 80.4878 | 80.4878 | 80.4878 | 80.4878 | 80.4878 |
Ratio Avg Win / Avg Loss | 0.4814 | 0.6864 | 0.3652 | 0.3919 | 0.5115 | 0.3096 |
Largest Winning Trade | 28026 | 28026 | 21152 | 47354 | 47354 | 39392 |
Largest Losing Trade | -89704 | -33404 | -89704 | -105739 | -89968 | -105739 |
Avg Bars in Trades | 299 | 327 | 271 | 299 | 327 | 271 |
Avg Bars in Winners | 182 | 200 | 164 | 182 | 200 | 164 |
Avg Bars in Losers | 782 | 850 | 713 | 782 | 850 | 713 |
Bars Traded | 24586 | 13435 | 11151 | 24586 | 13435 | 11151 |
Profit Streak | 42.6098 | 92.1098 | 42.6098 | 42.6098 | 92.1098 | 42.6098 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 241556 | 569216 | -43548 | -35517 | -53179 | -125981 |
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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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