Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304073.4695 | 300507.6055 | 3565.8641 | 767631.8413 | 765436.693 | 2195.1483 |
Total P&L (%) | 304.0735 | 300.5076 | 3.5659 | 767.6318 | 765.4367 | 2.1951 |
Avg Daily Profit (%) | 0.3422 | 0.3382 | 0.004 | 0.2435 | 0.2432 | 0.0024 |
Buy And Hold Return (%) | 257.9801 | 257.9801 | 257.9801 | 257.9801 | 257.9801 | 257.9801 |
Max Trade Drawdown | -72580 | -60983 | -55815 | -414194 | -353717 | -225677 |
Profit Factor | 1.9373 | 3.2261 | 1.0188 | 1.4756 | 1.8988 | 1.0029 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 86 | 48 | 38 | 86 | 48 | 38 |
Losing Trades | 47 | 18 | 29 | 47 | 18 | 29 |
Profitability (%) | 64.6617 | 72.7273 | 56.7164 | 64.6617 | 72.7273 | 56.7164 |
Ratio Avg Win / Avg Loss | 1.0587 | 1.2098 | 0.7775 | 0.8064 | 0.712 | 0.7654 |
Largest Winning Trade | 27687 | 27687 | 14018 | 146878 | 146878 | 60305 |
Largest Losing Trade | -60552 | -60552 | -17915 | -353717 | -353717 | -80406 |
Avg Bars in Trades | 18 | 31 | 7 | 18 | 31 | 7 |
Avg Bars in Winners | 13 | 17 | 8 | 13 | 17 | 8 |
Avg Bars in Losers | 29 | 68 | 5 | 29 | 68 | 5 |
Bars Traded | 2524 | 2048 | 476 | 2524 | 2048 | 476 |
Profit Streak | 76.9042 | 76.9042 | 77.1542 | 76.9042 | 76.9042 | 77.1542 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94885 | -221310 | -669289 | 312048 | -114582 | -688920 |
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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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