Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348271.7321 | 259313.4646 | 88958.2674 | 115585.4561 | 140536.7939 | -24951.3378 |
Total P&L (%) | 348.2717 | 259.3135 | 88.9583 | 115.5855 | 140.5368 | -24.9513 |
Avg Daily Profit (%) | 0.3343 | 0.2489 | 0.0854 | 0.0738 | 0.0843 | -0.0276 |
Buy And Hold Return (%) | 16.2699 | 16.2699 | 16.2699 | 16.2699 | 16.2699 | 16.2699 |
Max Trade Drawdown | -92689 | -87145 | -86531 | -359513 | -276759 | -230701 |
Profit Factor | 1.5224 | 1.8483 | 1.2464 | 1.0917 | 1.2414 | 0.9632 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 107 | 52 | 55 | 107 | 52 | 55 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 69.4805 | 67.5325 | 71.4286 | 69.4805 | 67.5325 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.6687 | 0.8886 | 0.4986 | 0.4795 | 0.5969 | 0.3853 |
Largest Winning Trade | 39979 | 39979 | 25907 | 100650 | 90325 | 100650 |
Largest Losing Trade | -86531 | -45563 | -86531 | -201670 | -201670 | -122385 |
Avg Bars in Trades | 159 | 169 | 148 | 159 | 169 | 148 |
Avg Bars in Winners | 108 | 112 | 105 | 108 | 112 | 105 |
Avg Bars in Losers | 274 | 289 | 257 | 274 | 289 | 257 |
Bars Traded | 24509 | 13065 | 11444 | 24509 | 13065 | 11444 |
Profit Streak | 23.9681 | 23.9681 | 47.5931 | 23.9681 | 23.9681 | 47.5931 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481816 | -29607 | -119356 | -210889 | -120730 | -618262 |
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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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