Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301680.0956 | 240343.1258 | 61336.9697 | 693760.1172 | 805228.5026 | -111468.3855 |
Total P&L (%) | 301.6801 | 240.3431 | 61.337 | 693.7601 | 805.2285 | -111.4684 |
Avg Daily Profit (%) | 0.2896 | 0.2307 | 0.0589 | 0.1991 | 0.2117 | 0 |
Buy And Hold Return (%) | 123.3436 | 123.3436 | 123.3436 | 123.3436 | 123.3436 | 123.3436 |
Max Trade Drawdown | -81771 | -63940 | -46920 | -1388676 | -987117 | -700104 |
Profit Factor | 1.5423 | 1.8018 | 1.2391 | 1.1378 | 1.2958 | 0.9518 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 122 | 62 | 60 | 122 | 62 | 60 |
Losing Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Profitability (%) | 52.5862 | 53.4483 | 51.7241 | 52.5862 | 53.4483 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.3906 | 1.5693 | 1.1565 | 1.0259 | 1.1286 | 0.8883 |
Largest Winning Trade | 70301 | 70301 | 24226 | 445607 | 445607 | 389178 |
Largest Losing Trade | -17314 | -15910 | -17314 | -310143 | -310143 | -180223 |
Avg Bars in Trades | 105 | 101 | 109 | 105 | 101 | 109 |
Avg Bars in Winners | 130 | 110 | 151 | 130 | 110 | 151 |
Avg Bars in Losers | 77 | 90 | 65 | 77 | 90 | 65 |
Bars Traded | 24480 | 11727 | 12753 | 24480 | 11727 | 12753 |
Profit Streak | 0.619 | 13.0357 | 0.619 | 0.619 | 13.0357 | 0.619 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 166377 | 192648 | -283717 | -63219 | 329872 | -584133 |
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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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