Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383896.3747 | 303662.0341 | 80234.3406 | 88811.8406 | 155927.8327 | -67115.9921 |
Total P&L (%) | 383.8964 | 303.662 | 80.2343 | 88.8118 | 155.9278 | -67.116 |
Avg Daily Profit (%) | 0.3098 | 0.245 | 0.0647 | 0.0513 | 0.0759 | -0.0897 |
Buy And Hold Return (%) | 10.7293 | 10.7293 | 10.7293 | 10.7293 | 10.7293 | 10.7293 |
Max Trade Drawdown | -119765 | -50041 | -152244 | -237713 | -51795 | -227595 |
Profit Factor | 1.7716 | 2.9441 | 1.2351 | 1.2155 | 2.6108 | 0.7871 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 83 | 41 | 42 | 77 | 39 | 38 |
Losing Trades | 18 | 9 | 9 | 24 | 11 | 13 |
Profitability (%) | 82.1782 | 82 | 82.3529 | 76.2376 | 78 | 74.5098 |
Ratio Avg Win / Avg Loss | 0.3842 | 0.6463 | 0.2647 | 0.3789 | 0.7364 | 0.2693 |
Largest Winning Trade | 51891 | 51891 | 25865 | 63446 | 63446 | 55725 |
Largest Losing Trade | -113875 | -50041 | -113875 | -204147 | -51795 | -204147 |
Avg Bars in Trades | 34 | 39 | 29 | 34 | 39 | 29 |
Avg Bars in Winners | 17 | 19 | 15 | 23 | 26 | 20 |
Avg Bars in Losers | 114 | 131 | 98 | 71 | 86 | 58 |
Bars Traded | 3516 | 1988 | 1528 | 3516 | 1988 | 1528 |
Profit Streak | 18.9003 | 18.9003 | 32.2336 | 18.9003 | 18.9003 | 32.2336 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549389 | -164561 | -283128 | -121088 | -265332 | -756381 |
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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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