Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94838.5424 | 73579.1117 | 21259.4307 | 83846.655 | 87757.4486 | -3910.7937 |
Total P&L (%) | 94.8385 | 73.5791 | 21.2594 | 83.8467 | 87.7574 | -3.9108 |
Avg Daily Profit (%) | 0.3642 | 0.2825 | 0.0816 | 0.2341 | 0.2422 | -0.0153 |
Buy And Hold Return (%) | 22.541 | 22.541 | 22.541 | 22.541 | 22.541 | 22.541 |
Max Trade Drawdown | -37060 | -20480 | -44752 | -84555 | -30726 | -101743 |
Profit Factor | 1.2883 | 1.4919 | 1.1185 | 1.1616 | 1.3929 | 0.9868 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 125 | 59 | 66 | 125 | 59 | 66 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 68.306 | 64.1304 | 72.5275 | 68.306 | 64.1304 | 72.5275 |
Ratio Avg Win / Avg Loss | 0.5978 | 0.8344 | 0.4237 | 0.539 | 0.7791 | 0.3738 |
Largest Winning Trade | 10514 | 10514 | 8149 | 12888 | 12538 | 12888 |
Largest Losing Trade | -34474 | -16302 | -34474 | -77042 | -28306 | -77042 |
Avg Bars in Trades | 135 | 134 | 136 | 135 | 134 | 136 |
Avg Bars in Winners | 80 | 77 | 84 | 80 | 77 | 84 |
Avg Bars in Losers | 252 | 236 | 273 | 252 | 236 | 273 |
Bars Traded | 24767 | 12368 | 12398 | 24767 | 12368 | 12398 |
Profit Streak | 5.0751 | 5.0751 | 12.4397 | 5.0751 | 5.0751 | 12.4397 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321956 | 238657 | -338488 | -35380 | 224606 | -577683 |
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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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