Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600815.8718 | 551990.2128 | 48825.659 | 674266.8681 | 305851.8403 | 368415.0278 |
Total P&L (%) | 600.8159 | 551.9902 | 48.8257 | 674.2669 | 305.8518 | 368.415 |
Avg Daily Profit (%) | 0.3713 | 0.3412 | 0.0302 | 0.1266 | 0.0866 | 0.0955 |
Buy And Hold Return (%) | 22.6211 | 22.6211 | 22.6211 | 22.6211 | 22.6211 | 22.6211 |
Max Trade Drawdown | -86175 | -100899 | -95883 | -636920 | -702505 | -255180 |
Profit Factor | 1.9608 | 2.6158 | 1.1721 | 1.2478 | 1.1941 | 1.3218 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 37.2549 | 39.2157 | 35.2941 | 37.2549 | 39.2157 | 35.2941 |
Ratio Avg Win / Avg Loss | 3.3025 | 4.0544 | 2.1489 | 2.1016 | 1.8509 | 2.4232 |
Largest Winning Trade | 207598 | 207598 | 70960 | 389414 | 331773 | 389414 |
Largest Losing Trade | -48562 | -31088 | -48562 | -177952 | -175771 | -177952 |
Avg Bars in Trades | 182 | 174 | 190 | 182 | 174 | 190 |
Avg Bars in Winners | 358 | 337 | 381 | 358 | 337 | 381 |
Avg Bars in Losers | 77 | 68 | 86 | 77 | 68 | 86 |
Bars Traded | 18601 | 8884 | 9717 | 18601 | 8884 | 9717 |
Profit Streak | 543.4601 | 543.4601 | 553.7934 | 543.4601 | 543.4601 | 553.7934 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342040 | -169432 | -373682 | -26467 | -266862 | -249358 |
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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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