Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171295.6843 | 159433.4151 | 11862.2692 | -11650.2848 | 48490.4629 | -60140.7477 |
Total P&L (%) | 171.2957 | 159.4334 | 11.8623 | -11.6503 | 48.4905 | -60.1407 |
Avg Daily Profit (%) | 0.1644 | 0.1531 | 0.0114 | -0.0119 | 0.038 | -0.0883 |
Buy And Hold Return (%) | 17.5391 | 17.5391 | 17.5391 | 17.5391 | 17.5391 | 17.5391 |
Max Trade Drawdown | -88926 | -73087 | -77399 | -225354 | -162251 | -118097 |
Profit Factor | 1.2169 | 1.4152 | 1.0292 | 0.9901 | 1.0803 | 0.8955 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 150 | 74 | 76 | 150 | 74 | 76 |
Losing Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Profitability (%) | 63.5593 | 62.7119 | 64.4068 | 63.5593 | 62.7119 | 64.4068 |
Ratio Avg Win / Avg Loss | 0.6977 | 0.8415 | 0.5688 | 0.5677 | 0.6423 | 0.4949 |
Largest Winning Trade | 22153 | 22153 | 15739 | 30273 | 30273 | 27904 |
Largest Losing Trade | -67835 | -43837 | -67835 | -75231 | -70458 | -75231 |
Avg Bars in Trades | 104 | 111 | 96 | 104 | 111 | 96 |
Avg Bars in Winners | 77 | 79 | 75 | 77 | 79 | 75 |
Avg Bars in Losers | 150 | 166 | 134 | 150 | 166 | 134 |
Bars Traded | 24551 | 13188 | 11363 | 24551 | 13188 | 11363 |
Profit Streak | 13.1893 | 13.1893 | 26.1477 | 13.1893 | 13.1893 | 26.1477 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352267 | 317804 | -530260 | -576219 | -276912 | -577609 |
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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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