Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162473.406 | 58690.3544 | 103783.0516 | 55879.1838 | 85881.8521 | -30002.6683 |
Total P&L (%) | 162.4734 | 58.6904 | 103.7831 | 55.8792 | 85.8819 | -30.0027 |
Avg Daily Profit (%) | 0.1495 | 0.054 | 0.0955 | 0.0409 | 0.0571 | -0.0328 |
Buy And Hold Return (%) | 21.7452 | 21.7452 | 21.7452 | 21.7452 | 21.7452 | 21.7452 |
Max Trade Drawdown | -116237 | -63037 | -95725 | -286594 | -97590 | -267292 |
Profit Factor | 1.3968 | 1.2922 | 1.4976 | 1.0851 | 1.3502 | 0.9271 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 146 | 69 | 77 | 146 | 69 | 77 |
Losing Trades | 43 | 26 | 17 | 43 | 26 | 17 |
Profitability (%) | 77.2487 | 72.6316 | 81.9149 | 77.2487 | 72.6316 | 81.9149 |
Ratio Avg Win / Avg Loss | 0.4114 | 0.4869 | 0.3306 | 0.3196 | 0.5088 | 0.2047 |
Largest Winning Trade | 16549 | 16549 | 14754 | 24627 | 22846 | 24627 |
Largest Losing Trade | -70279 | -45157 | -70279 | -233132 | -63378 | -233132 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Losers | 50 | 40 | 66 | 50 | 40 | 66 |
Bars Traded | 3869 | 1877 | 1993 | 3869 | 1877 | 1993 |
Profit Streak | 54.7668 | 54.7668 | 78.0168 | 54.7668 | 54.7668 | 78.0168 |
Trades During Streak | 8 | 4 | 8 | 8 | 4 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430641 | -121153 | -61455 | -263972 | -115611 | -574848 |
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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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