Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298669.5205 | 265894.272 | 32775.2485 | 255264.3108 | 186686.9884 | 68577.3224 |
Total P&L (%) | 298.6695 | 265.8943 | 32.7752 | 255.2643 | 186.687 | 68.5773 |
Avg Daily Profit (%) | 0.2389 | 0.2127 | 0.0262 | 0.1015 | 0.0843 | 0.0418 |
Buy And Hold Return (%) | 147.6906 | 147.6906 | 147.6906 | 147.6906 | 147.6906 | 147.6906 |
Max Trade Drawdown | -210145 | -51098 | -209166 | -169734 | -169734 | -158810 |
Profit Factor | 1.5956 | 2.6025 | 1.0977 | 1.5144 | 1.8275 | 1.2534 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 99 | 50 | 49 | 97 | 49 | 48 |
Losing Trades | 16 | 7 | 9 | 18 | 8 | 10 |
Profitability (%) | 86.087 | 87.7193 | 84.4828 | 84.3478 | 85.9649 | 82.7586 |
Ratio Avg Win / Avg Loss | 0.2579 | 0.3644 | 0.2016 | 0.281 | 0.2984 | 0.2611 |
Largest Winning Trade | 26674 | 26674 | 21180 | 36364 | 31722 | 36364 |
Largest Losing Trade | -122903 | -51098 | -122903 | -169734 | -169734 | -148455 |
Avg Bars in Trades | 20 | 24 | 16 | 20 | 24 | 16 |
Avg Bars in Winners | 10 | 12 | 7 | 13 | 16 | 10 |
Avg Bars in Losers | 84 | 113 | 61 | 55 | 72 | 41 |
Bars Traded | 2338 | 1401 | 937 | 2338 | 1401 | 937 |
Profit Streak | 38.7924 | 89.7924 | 38.7924 | 38.7924 | 89.7924 | 38.7924 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300449 | -171953 | -612379 | -59749 | -337176 | -478925 |
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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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