Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242352.8677 | 145525.5283 | 96827.3394 | 699880.4801 | 611202.2852 | 88678.195 |
Total P&L (%) | 242.3529 | 145.5255 | 96.8273 | 699.8805 | 611.2023 | 88.6782 |
Avg Daily Profit (%) | 0.9306 | 0.5588 | 0.3718 | 0.8016 | 0.7562 | 0.2441 |
Buy And Hold Return (%) | 16.8293 | 16.8293 | 16.8293 | 16.8293 | 16.8293 | 16.8293 |
Max Trade Drawdown | -44423 | -22685 | -39385 | -555112 | -108824 | -508628 |
Profit Factor | 2.3598 | 3.1015 | 1.8885 | 1.5537 | 2.8186 | 1.0956 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 75.2066 | 75.4098 | 75 | 75.2066 | 75.4098 | 75 |
Ratio Avg Win / Avg Loss | 0.778 | 1.0114 | 0.6295 | 0.5122 | 0.9191 | 0.3652 |
Largest Winning Trade | 22493 | 22493 | 15966 | 104500 | 62210 | 104500 |
Largest Losing Trade | -39385 | -15538 | -39385 | -508628 | -108824 | -508628 |
Avg Bars in Trades | 203 | 209 | 197 | 203 | 209 | 197 |
Avg Bars in Winners | 140 | 132 | 148 | 140 | 132 | 148 |
Avg Bars in Losers | 394 | 444 | 344 | 394 | 444 | 344 |
Bars Traded | 24581 | 12750 | 11831 | 24581 | 12750 | 11831 |
Profit Streak | 5.0256 | 5.0256 | 16.2964 | 5.0256 | 5.0256 | 16.2964 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 656465 | -143562 | -156787 | 604463 | -143671 | -276074 |
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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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