Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302220.0846 | 223705.4674 | 78514.6172 | -36220.2915 | 45570.965 | -81791.2565 |
Total P&L (%) | 302.2201 | 223.7055 | 78.5146 | -36.2203 | 45.571 | -81.7913 |
Avg Daily Profit (%) | 0.2901 | 0.2148 | 0.0754 | -0.0432 | 0.0361 | -0.1634 |
Buy And Hold Return (%) | 11.4759 | 11.4759 | 11.4759 | 11.4759 | 11.4759 | 11.4759 |
Max Trade Drawdown | -96059 | -63331 | -103740 | -129618 | -31676 | -132503 |
Profit Factor | 1.553 | 2.0517 | 1.2352 | 0.8603 | 1.7505 | 0.5881 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 74.1007 | 74.2857 | 73.913 | 74.1007 | 74.2857 | 73.913 |
Ratio Avg Win / Avg Loss | 0.5428 | 0.7102 | 0.436 | 0.3007 | 0.6059 | 0.2076 |
Largest Winning Trade | 27686 | 27686 | 21960 | 10953 | 8418 | 10953 |
Largest Losing Trade | -96059 | -37989 | -96059 | -129618 | -22869 | -129618 |
Avg Bars in Trades | 177 | 189 | 165 | 177 | 189 | 165 |
Avg Bars in Winners | 116 | 122 | 109 | 116 | 122 | 109 |
Avg Bars in Losers | 354 | 383 | 325 | 354 | 383 | 325 |
Bars Traded | 24741 | 13299 | 11442 | 24741 | 13299 | 11442 |
Profit Streak | 23.1948 | 23.1948 | 45.7782 | 23.1948 | 23.1948 | 45.7782 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480744 | -81126 | -191553 | -575778 | -236437 | -677939 |
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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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