Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240776.7154 | 227864.2638 | 12912.4516 | 101401.1055 | 88097.3484 | 13303.7571 |
Total P&L (%) | 240.7767 | 227.8643 | 12.9125 | 101.4011 | 88.0973 | 13.3038 |
Avg Daily Profit (%) | 0.2312 | 0.2188 | 0.0124 | 0.0672 | 0.0607 | 0.012 |
Buy And Hold Return (%) | 30.6748 | 30.6748 | 30.6748 | 30.6748 | 30.6748 | 30.6748 |
Max Trade Drawdown | -91674 | -70040 | -77616 | -81765 | -83650 | -68951 |
Profit Factor | 1.5344 | 1.9954 | 1.0583 | 1.1909 | 1.3246 | 1.0512 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 44.0476 | 33.3333 | 54.7619 | 44.0476 | 33.3333 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.9491 | 3.9908 | 0.8742 | 1.5128 | 2.6491 | 0.8684 |
Largest Winning Trade | 163589 | 163589 | 30111 | 85712 | 85712 | 40658 |
Largest Losing Trade | -35171 | -19720 | -35171 | -63295 | -35532 | -63295 |
Avg Bars in Trades | 289 | 283 | 296 | 289 | 283 | 296 |
Avg Bars in Winners | 452 | 473 | 440 | 452 | 473 | 440 |
Avg Bars in Losers | 161 | 188 | 123 | 161 | 188 | 123 |
Bars Traded | 24359 | 11888 | 12471 | 24359 | 11888 | 12471 |
Profit Streak | 38.7506 | 38.7506 | 138.5006 | 38.7506 | 38.7506 | 138.5006 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338855 | 204510 | -498125 | -116492 | -119680 | -506388 |
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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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