Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308346.6654 | 212188.2655 | 96158.3999 | 174418.1102 | 160267.6478 | 14150.4623 |
Total P&L (%) | 308.3467 | 212.1883 | 96.1584 | 174.4181 | 160.2676 | 14.1505 |
Avg Daily Profit (%) | 0.296 | 0.2037 | 0.0923 | 0.097 | 0.0919 | 0.0127 |
Buy And Hold Return (%) | 15.6936 | 15.6936 | 15.6936 | 15.6936 | 15.6936 | 15.6936 |
Max Trade Drawdown | -87810 | -46120 | -90007 | -104763 | -69912 | -113435 |
Profit Factor | 1.8532 | 2.6956 | 1.407 | 1.5266 | 2.5357 | 1.0624 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Profitability (%) | 76.1905 | 76.1905 | 76.1905 | 76.1905 | 76.1905 | 76.1905 |
Ratio Avg Win / Avg Loss | 0.5791 | 0.8424 | 0.4397 | 0.4771 | 0.7924 | 0.332 |
Largest Winning Trade | 24367 | 24367 | 18274 | 37746 | 37746 | 32577 |
Largest Losing Trade | -87810 | -32755 | -87810 | -104763 | -53464 | -104763 |
Avg Bars in Trades | 292 | 318 | 266 | 292 | 318 | 266 |
Avg Bars in Winners | 174 | 189 | 159 | 174 | 189 | 159 |
Avg Bars in Losers | 670 | 733 | 608 | 670 | 733 | 608 |
Bars Traded | 24566 | 13384 | 11182 | 24566 | 13384 | 11182 |
Profit Streak | 41.0345 | 95.9929 | 41.0345 | 41.0345 | 95.9929 | 41.0346 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526222 | 536243 | -66808 | -58292 | -63378 | -490801 |
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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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