Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311819.0506 | 227006.3713 | 84812.6793 | 10035.5346 | 71967.7833 | -61932.2487 |
Total P&L (%) | 311.8191 | 227.0064 | 84.8127 | 10.0355 | 71.9678 | -61.9322 |
Avg Daily Profit (%) | 0.2993 | 0.2179 | 0.0814 | 0.0092 | 0.0521 | -0.0927 |
Buy And Hold Return (%) | 13.6233 | 13.6233 | 13.6233 | 13.6233 | 13.6233 | 13.6233 |
Max Trade Drawdown | -100692 | -73611 | -95974 | -129697 | -42183 | -134211 |
Profit Factor | 1.5696 | 2.0603 | 1.2544 | 1.0293 | 1.7405 | 0.7476 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 74.2647 | 73.5294 | 75 | 74.2647 | 73.5294 | 75 |
Ratio Avg Win / Avg Loss | 0.5439 | 0.7417 | 0.4181 | 0.3567 | 0.6266 | 0.2492 |
Largest Winning Trade | 26431 | 26431 | 19554 | 14548 | 11670 | 14548 |
Largest Losing Trade | -93495 | -39676 | -93495 | -129697 | -30643 | -129697 |
Avg Bars in Trades | 180 | 190 | 170 | 180 | 190 | 170 |
Avg Bars in Winners | 119 | 126 | 114 | 119 | 126 | 114 |
Avg Bars in Losers | 354 | 370 | 338 | 354 | 370 | 338 |
Bars Traded | 24538 | 12965 | 11573 | 24538 | 12965 | 11573 |
Profit Streak | 26.2709 | 26.2709 | 48.1876 | 26.2709 | 26.2709 | 48.1876 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487547 | -96199 | -191146 | -531299 | -229129 | -685300 |
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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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