Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164626.7935 | 230481.4269 | -65854.6335 | 1533192.3495 | 737991.7807 | 795200.5688 |
Total P&L (%) | 164.6268 | 230.4814 | -65.8546 | 1533.1923 | 737.9918 | 795.2006 |
Avg Daily Profit (%) | 0.1317 | 0.1844 | -0.0527 | 0.2237 | 0.1702 | 0.1755 |
Buy And Hold Return (%) | 129.6768 | 129.6768 | 129.6768 | 129.6768 | 129.6768 | 129.6768 |
Max Trade Drawdown | -305961 | -52239 | -294170 | -1062323 | -1062323 | -695398 |
Profit Factor | 1.263 | 2.2582 | 0.8513 | 1.5924 | 1.5258 | 1.6712 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 109 | 54 | 55 | 107 | 54 | 53 |
Losing Trades | 18 | 9 | 9 | 20 | 9 | 11 |
Profitability (%) | 85.8268 | 85.7143 | 85.9375 | 84.252 | 85.7143 | 82.8125 |
Ratio Avg Win / Avg Loss | 0.2086 | 0.3764 | 0.1393 | 0.2976 | 0.2543 | 0.3469 |
Largest Winning Trade | 26674 | 26674 | 21180 | 267461 | 254307 | 267461 |
Largest Losing Trade | -192845 | -52239 | -192845 | -1062323 | -1062323 | -487648 |
Avg Bars in Trades | 18 | 22 | 15 | 18 | 22 | 15 |
Avg Bars in Winners | 8 | 10 | 7 | 12 | 14 | 9 |
Avg Bars in Losers | 77 | 95 | 60 | 54 | 70 | 40 |
Bars Traded | 2377 | 1409 | 968 | 2377 | 1409 | 968 |
Profit Streak | 42.3468 | 91.3468 | 42.3468 | 42.3468 | 91.3468 | 42.3468 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94093 | -139962 | -714227 | 545021 | -133890 | -126115 |
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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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