Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448418.8604 | 285850.9892 | 162567.8712 | 1077612.9785 | 629086.83 | 448526.1485 |
Total P&L (%) | 448.4189 | 285.851 | 162.5679 | 1077.613 | 629.0868 | 448.5261 |
Avg Daily Profit (%) | 0.1875 | 0.1195 | 0.068 | 0.1032 | 0.0831 | 0.0712 |
Buy And Hold Return (%) | 49.6829 | 49.6829 | 49.6829 | 49.6829 | 49.6829 | 49.6829 |
Max Trade Drawdown | -78424 | -93017 | -94392 | -380420 | -459040 | -263853 |
Profit Factor | 2.0229 | 2.3137 | 1.7363 | 1.7824 | 1.8154 | 1.7405 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 68.4211 | 68.6567 | 68.1818 | 68.4211 | 68.6567 | 68.1818 |
Ratio Avg Win / Avg Loss | 0.9336 | 1.0562 | 0.8103 | 0.8227 | 0.8288 | 0.8122 |
Largest Winning Trade | 57907 | 57907 | 33419 | 200430 | 200430 | 101113 |
Largest Losing Trade | -78424 | -43615 | -78424 | -271451 | -271451 | -230094 |
Avg Bars in Trades | 33 | 36 | 31 | 33 | 36 | 31 |
Avg Bars in Winners | 20 | 23 | 17 | 20 | 23 | 17 |
Avg Bars in Losers | 63 | 65 | 62 | 63 | 65 | 62 |
Bars Traded | 4517 | 2434 | 2083 | 4517 | 2434 | 2083 |
Profit Streak | 146.0835 | 146.0835 | 146.5835 | 146.0835 | 146.0835 | 146.5835 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465844 | -143789 | -224905 | -49865 | -193734 | -217734 |
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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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