Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261515.1287 | 202873.9172 | 58641.2115 | 134698.5542 | 213163.6305 | -78465.0763 |
Total P&L (%) | 261.5151 | 202.8739 | 58.6412 | 134.6986 | 213.1636 | -78.4651 |
Avg Daily Profit (%) | 0.2114 | 0.164 | 0.0474 | 0.069 | 0.0923 | -0.1241 |
Buy And Hold Return (%) | 93.3865 | 93.3865 | 93.3865 | 93.3865 | 93.3865 | 93.3865 |
Max Trade Drawdown | -89846 | -76001 | -71028 | -331362 | -240642 | -382883 |
Profit Factor | 1.4897 | 1.8708 | 1.1948 | 1.0863 | 1.3448 | 0.9167 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 58.5366 | 53.2258 | 63.9344 | 58.5366 | 53.2258 | 63.9344 |
Ratio Avg Win / Avg Loss | 1.0552 | 1.644 | 0.674 | 0.7695 | 1.1818 | 0.5171 |
Largest Winning Trade | 136079 | 136079 | 40087 | 168896 | 168896 | 82819 |
Largest Losing Trade | -58063 | -29087 | -58063 | -311853 | -122254 | -311853 |
Avg Bars in Trades | 27 | 25 | 30 | 27 | 25 | 30 |
Avg Bars in Winners | 29 | 30 | 29 | 29 | 30 | 29 |
Avg Bars in Losers | 24 | 19 | 31 | 24 | 19 | 31 |
Bars Traded | 3407 | 1574 | 1833 | 3407 | 1574 | 1833 |
Profit Streak | 37.5358 | 37.5358 | 44.8691 | 37.5358 | 37.5358 | 44.8691 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301421 | -147814 | -462212 | -253479 | -227290 | -739664 |
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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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