Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96900.4235 | 75474.6038 | 21425.8196 | 94750.7766 | 103989.1402 | -9238.3636 |
Total P&L (%) | 96.9004 | 75.4746 | 21.4258 | 94.7508 | 103.9891 | -9.2384 |
Avg Daily Profit (%) | 0.3721 | 0.2898 | 0.0823 | 0.2563 | 0.2741 | -0.0372 |
Buy And Hold Return (%) | 20.1086 | 20.1086 | 20.1086 | 20.1086 | 20.1086 | 20.1086 |
Max Trade Drawdown | -33835 | -24298 | -33774 | -85810 | -29737 | -83488 |
Profit Factor | 1.4016 | 1.7877 | 1.1473 | 1.2509 | 1.7622 | 0.9617 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 69.4215 | 65 | 73.7705 | 69.4215 | 65 | 73.7705 |
Ratio Avg Win / Avg Loss | 0.6174 | 0.9626 | 0.4079 | 0.551 | 0.9489 | 0.3419 |
Largest Winning Trade | 15855 | 13615 | 15855 | 18207 | 18207 | 17748 |
Largest Losing Trade | -33774 | -15352 | -33774 | -83488 | -24724 | -83488 |
Avg Bars in Trades | 197 | 190 | 205 | 197 | 190 | 205 |
Avg Bars in Winners | 128 | 123 | 133 | 128 | 123 | 133 |
Avg Bars in Losers | 354 | 314 | 407 | 354 | 314 | 407 |
Bars Traded | 23942 | 11424 | 12518 | 23942 | 11424 | 12518 |
Profit Streak | 11.0511 | 11.0511 | 13.9157 | 11.0511 | 11.0511 | 13.9157 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345807 | -161431 | -447574 | 273597 | -160391 | -739696 |
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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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