Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154274.7833 | 109461.9727 | 44812.8105 | 200055.2642 | 168172.5745 | 31882.6896 |
Total P&L (%) | 154.2748 | 109.462 | 44.8128 | 200.0553 | 168.1726 | 31.8827 |
Avg Daily Profit (%) | 0.5924 | 0.4203 | 0.1721 | 0.4228 | 0.3795 | 0.1063 |
Buy And Hold Return (%) | 20.6084 | 20.6084 | 20.6084 | 20.6084 | 20.6084 | 20.6084 |
Max Trade Drawdown | -37678 | -26538 | -35460 | -100219 | -40165 | -98346 |
Profit Factor | 1.7241 | 2.0183 | 1.4245 | 1.4323 | 1.7429 | 1.1349 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Profitability (%) | 35.0746 | 37.3134 | 32.8358 | 35.0746 | 37.3134 | 32.8358 |
Ratio Avg Win / Avg Loss | 3.1914 | 3.3907 | 2.9137 | 2.6513 | 2.9281 | 2.3213 |
Largest Winning Trade | 60330 | 60330 | 28956 | 95312 | 95312 | 69741 |
Largest Losing Trade | -11734 | -11734 | -7225 | -19633 | -19633 | -19431 |
Avg Bars in Trades | 182 | 166 | 197 | 182 | 166 | 197 |
Avg Bars in Winners | 404 | 349 | 466 | 404 | 349 | 466 |
Avg Bars in Losers | 62 | 57 | 66 | 62 | 57 | 66 |
Bars Traded | 24444 | 11180 | 13264 | 24444 | 11180 | 13264 |
Profit Streak | 16.6232 | 17.144 | 16.6232 | 16.6232 | 17.144 | 16.6232 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321561 | -110005 | -120347 | 223867 | -109760 | -255970 |
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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) |
---|