Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209323.7609 | 180069.2971 | 29254.4638 | -56640.7235 | 23556.351 | -80197.0745 |
Total P&L (%) | 209.3238 | 180.0693 | 29.2545 | -56.6407 | 23.5564 | -80.1971 |
Avg Daily Profit (%) | 0.201 | 0.1729 | 0.0281 | -0.0802 | 0.0203 | -0.1553 |
Buy And Hold Return (%) | 10.9715 | 10.9715 | 10.9715 | 10.9715 | 10.9715 | 10.9715 |
Max Trade Drawdown | -92116 | -65703 | -93485 | -129136 | -52303 | -129309 |
Profit Factor | 1.3104 | 1.586 | 1.0797 | 0.874 | 1.1297 | 0.7007 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 71.2707 | 71.1111 | 71.4286 | 71.2707 | 71.1111 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.5282 | 0.6443 | 0.4319 | 0.3523 | 0.459 | 0.2803 |
Largest Winning Trade | 26445 | 26445 | 19122 | 13873 | 13873 | 12200 |
Largest Losing Trade | -92116 | -40944 | -92116 | -129136 | -34887 | -129136 |
Avg Bars in Trades | 135 | 150 | 121 | 135 | 150 | 121 |
Avg Bars in Winners | 80 | 86 | 73 | 80 | 86 | 73 |
Avg Bars in Losers | 274 | 308 | 240 | 274 | 308 | 240 |
Bars Traded | 24611 | 13568 | 11043 | 24611 | 13568 | 11043 |
Profit Streak | 16.7669 | 16.7669 | 40.5585 | 16.7669 | 16.7669 | 40.5585 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406633 | 389785 | -289036 | -575592 | -247854 | -576526 |
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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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