Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81076.3818 | 64150.2606 | 16926.1212 | 64356.3596 | 77955.0622 | -13598.7026 |
Total P&L (%) | 81.0764 | 64.1503 | 16.9261 | 64.3564 | 77.9551 | -13.5987 |
Avg Daily Profit (%) | 0.3113 | 0.2463 | 0.065 | 0.191 | 0.2216 | -0.0561 |
Buy And Hold Return (%) | 16.8167 | 16.8167 | 16.8167 | 16.8167 | 16.8167 | 16.8167 |
Max Trade Drawdown | -46368 | -26299 | -35546 | -105687 | -35891 | -86741 |
Profit Factor | 1.252 | 1.4324 | 1.0976 | 1.1357 | 1.3949 | 0.9509 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 150 | 79 | 71 | 150 | 79 | 71 |
Losing Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Profitability (%) | 67.2646 | 70.5357 | 63.964 | 67.2646 | 70.5357 | 63.964 |
Ratio Avg Win / Avg Loss | 0.6093 | 0.5983 | 0.6184 | 0.5527 | 0.5827 | 0.5357 |
Largest Winning Trade | 17048 | 17048 | 9862 | 21054 | 15880 | 21054 |
Largest Losing Trade | -32353 | -19294 | -32353 | -79681 | -33671 | -79681 |
Avg Bars in Trades | 110 | 103 | 117 | 110 | 103 | 117 |
Avg Bars in Winners | 62 | 56 | 70 | 62 | 56 | 70 |
Avg Bars in Losers | 207 | 216 | 200 | 207 | 216 | 200 |
Bars Traded | 24576 | 11579 | 12997 | 24576 | 11579 | 12997 |
Profit Streak | 6.4156 | 6.4156 | 12.4156 | 6.4156 | 6.4156 | 12.4156 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318519 | 263133 | -383444 | -64163 | 273542 | -579538 |
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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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