Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185666.9902 | 182157.3845 | 3509.6057 | -67055.6314 | 16891.47 | -83947.1014 |
Total P&L (%) | 185.667 | 182.1574 | 3.5096 | -67.0556 | 16.8915 | -83.9471 |
Avg Daily Profit (%) | 0.1502 | 0.1473 | 0.0028 | -0.0898 | 0.0126 | -0.1479 |
Buy And Hold Return (%) | 58.3952 | 58.3952 | 58.3952 | 58.3952 | 58.3952 | 58.3952 |
Max Trade Drawdown | -137326 | -48131 | -113829 | -11181 | -11118 | -10623 |
Profit Factor | 1.341 | 1.9922 | 1.0097 | 0.6017 | 1.5925 | 0.3997 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 122 | 59 | 63 | 114 | 57 | 57 |
Losing Trades | 31 | 17 | 14 | 39 | 19 | 20 |
Profitability (%) | 79.7386 | 77.6316 | 81.8182 | 74.5098 | 75 | 74.026 |
Ratio Avg Win / Avg Loss | 0.3408 | 0.574 | 0.2244 | 0.2058 | 0.5308 | 0.1402 |
Largest Winning Trade | 21180 | 19530 | 21180 | 18030 | 4865 | 18030 |
Largest Losing Trade | -113829 | -48131 | -113829 | -109924 | -11118 | -109924 |
Avg Bars in Trades | 22 | 25 | 19 | 22 | 25 | 19 |
Avg Bars in Winners | 9 | 10 | 8 | 14 | 16 | 11 |
Avg Bars in Losers | 74 | 78 | 69 | 48 | 55 | 42 |
Bars Traded | 3499 | 1971 | 1528 | 3499 | 1971 | 1528 |
Profit Streak | 25.5736 | 53.2402 | 25.5736 | 25.5736 | 53.2402 | 25.5736 |
Trades During Streak | 10 | 6 | 5 | 10 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353656 | -42101 | -602088 | -574821 | -385356 | -617523 |
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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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