Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133329.2506 | 92456.1189 | 40873.1318 | 149364.8344 | 119115.0672 | 30249.7672 |
Total P&L (%) | 133.3293 | 92.4561 | 40.8731 | 149.3648 | 119.1151 | 30.2498 |
Avg Daily Profit (%) | 0.512 | 0.355 | 0.157 | 0.3515 | 0.3017 | 0.1015 |
Buy And Hold Return (%) | 13.1567 | 13.1567 | 13.1567 | 13.1567 | 13.1567 | 13.1567 |
Max Trade Drawdown | -62504 | -26552 | -70665 | -133607 | -66840 | -159421 |
Profit Factor | 1.3429 | 1.5805 | 1.178 | 1.1854 | 1.3532 | 1.0646 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Profitability (%) | 70.1681 | 70.5882 | 69.7479 | 70.1681 | 70.5882 | 69.7479 |
Ratio Avg Win / Avg Loss | 0.5709 | 0.6586 | 0.511 | 0.504 | 0.5638 | 0.4617 |
Largest Winning Trade | 10689 | 10689 | 10504 | 17670 | 17670 | 14983 |
Largest Losing Trade | -38977 | -16214 | -38977 | -85354 | -39241 | -85354 |
Avg Bars in Trades | 103 | 76 | 131 | 103 | 76 | 131 |
Avg Bars in Winners | 61 | 43 | 79 | 61 | 43 | 79 |
Avg Bars in Losers | 203 | 155 | 250 | 203 | 155 | 250 |
Bars Traded | 24685 | 9066 | 15619 | 24685 | 9066 | 15619 |
Profit Streak | 5.0078 | 5.0078 | 8.8828 | 5.0078 | 5.0078 | 8.8828 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454182 | 389890 | -19644 | -5688 | 323464 | -210998 |
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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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