Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118680.4841 | 199592.9724 | -80912.4883 | 333064.6179 | 235803.4515 | 97261.1664 |
Total P&L (%) | 118.6805 | 199.593 | -80.9125 | 333.0646 | 235.8035 | 97.2612 |
Avg Daily Profit (%) | 0.0951 | 0.16 | -0.0649 | 0.1175 | 0.0971 | 0.0545 |
Buy And Hold Return (%) | 90.4341 | 90.4341 | 90.4341 | 90.4341 | 90.4341 | 90.4341 |
Max Trade Drawdown | -133506 | -50946 | -124678 | -146209 | -146209 | -92653 |
Profit Factor | 1.2037 | 2.2534 | 0.8089 | 1.5357 | 2.0439 | 1.2457 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 19 | 9 | 10 | 19 | 9 | 10 |
Profitability (%) | 77.381 | 78.5714 | 76.1905 | 77.381 | 78.5714 | 76.1905 |
Ratio Avg Win / Avg Loss | 0.3518 | 0.6146 | 0.2528 | 0.4489 | 0.5574 | 0.3893 |
Largest Winning Trade | 31102 | 29250 | 31102 | 133799 | 57662 | 133799 |
Largest Losing Trade | -175116 | -50946 | -175116 | -175116 | -146209 | -175116 |
Avg Bars in Trades | 42 | 47 | 37 | 42 | 47 | 37 |
Avg Bars in Winners | 23 | 26 | 19 | 30 | 33 | 25 |
Avg Bars in Losers | 107 | 122 | 93 | 84 | 96 | 73 |
Bars Traded | 3548 | 1986 | 1562 | 3548 | 1986 | 1562 |
Profit Streak | 38.7973 | 166.4639 | 38.7973 | 38.7973 | 166.4639 | 38.7973 |
Trades During Streak | 5 | 8 | 2 | 5 | 8 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131164 | 306930 | -576351 | -33137 | -60399 | -259965 |
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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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