Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233161.1602 | 146182.9997 | 86978.1605 | -42609.3178 | 3657.1973 | -46266.5151 |
Total P&L (%) | 233.1612 | 146.183 | 86.9782 | -42.6093 | 3.6572 | -46.2665 |
Avg Daily Profit (%) | 0.1887 | 0.1183 | 0.0704 | -0.0449 | 0.0029 | -0.0503 |
Buy And Hold Return (%) | 20.9545 | 20.9545 | 20.9545 | 20.9545 | 20.9545 | 20.9545 |
Max Trade Drawdown | -128610 | -53743 | -95253 | -167577 | -57723 | -109854 |
Profit Factor | 1.5986 | 1.8312 | 1.4071 | 0.8294 | 1.0356 | 0.6855 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 78.2609 | 78.2609 | 78.2609 | 78.2609 | 78.2609 | 78.2609 |
Ratio Avg Win / Avg Loss | 0.444 | 0.5087 | 0.3909 | 0.2304 | 0.2877 | 0.1904 |
Largest Winning Trade | 21180 | 19530 | 21180 | 15245 | 13488 | 15245 |
Largest Losing Trade | -95253 | -44935 | -95253 | -109854 | -57723 | -109854 |
Avg Bars in Trades | 24 | 29 | 18 | 24 | 29 | 18 |
Avg Bars in Winners | 10 | 9 | 10 | 10 | 9 | 10 |
Avg Bars in Losers | 75 | 102 | 48 | 75 | 102 | 48 |
Bars Traded | 3366 | 2061 | 1305 | 3366 | 2061 | 1305 |
Profit Streak | 24.0327 | 128.0327 | 24.0327 | 24.0327 | 128.0327 | 24.0327 |
Trades During Streak | 10 | 12 | 5 | 10 | 12 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505914 | -130441 | -198136 | -574491 | -633829 | -676970 |
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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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