Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129686.5411 | 189122.0924 | -59435.5514 | 322753.7178 | 191730.4643 | 131023.2535 |
Total P&L (%) | 129.6865 | 189.1221 | -59.4356 | 322.7537 | 191.7305 | 131.0233 |
Avg Daily Profit (%) | 0.1051 | 0.1532 | -0.0482 | 0.1169 | 0.0868 | 0.0679 |
Buy And Hold Return (%) | 82.6817 | 82.6817 | 82.6817 | 82.6817 | 82.6817 | 82.6817 |
Max Trade Drawdown | -192972 | -50649 | -220454 | -429481 | -198862 | -352364 |
Profit Factor | 1.1855 | 1.8148 | 0.8728 | 1.2339 | 1.3144 | 1.1702 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 208 | 101 | 107 | 182 | 88 | 94 |
Losing Trades | 43 | 24 | 19 | 69 | 37 | 32 |
Profitability (%) | 82.8685 | 80.8 | 84.9206 | 72.51 | 70.4 | 74.6032 |
Ratio Avg Win / Avg Loss | 0.2451 | 0.4312 | 0.155 | 0.4678 | 0.5526 | 0.3984 |
Largest Winning Trade | 19332 | 19332 | 15038 | 265619 | 85470 | 265619 |
Largest Losing Trade | -167788 | -50649 | -167788 | -223306 | -198862 | -223306 |
Avg Bars in Trades | 28 | 32 | 23 | 28 | 32 | 23 |
Avg Bars in Winners | 12 | 13 | 10 | 17 | 20 | 15 |
Avg Bars in Losers | 105 | 111 | 96 | 54 | 60 | 49 |
Bars Traded | 7029 | 4016 | 3013 | 7029 | 4016 | 3013 |
Profit Streak | 28.0203 | 78.5203 | 28.0203 | 28.0203 | 78.5203 | 28.0203 |
Trades During Streak | 12 | 7 | 6 | 12 | 7 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73182 | 305769 | -574499 | -35045 | -79379 | -141843 |
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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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