Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213609.4735 | 198218.7097 | 15390.7638 | -60493.8312 | 19743.5956 | -80237.4268 |
Total P&L (%) | 213.6095 | 198.2187 | 15.3908 | -60.4938 | 19.7436 | -80.2374 |
Avg Daily Profit (%) | 0.1708 | 0.1585 | 0.0123 | -0.0742 | 0.0144 | -0.1296 |
Buy And Hold Return (%) | 75.763 | 75.763 | 75.763 | 75.763 | 75.763 | 75.763 |
Max Trade Drawdown | -149071 | -42158 | -118744 | -9554 | -9554 | -8190 |
Profit Factor | 1.3928 | 2.0945 | 1.0424 | 0.5944 | 1.9357 | 0.3733 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 119 | 60 | 59 | 111 | 57 | 54 |
Losing Trades | 30 | 14 | 16 | 38 | 17 | 21 |
Profitability (%) | 79.8658 | 81.0811 | 78.6667 | 74.4966 | 77.027 | 72 |
Ratio Avg Win / Avg Loss | 0.3511 | 0.4887 | 0.2827 | 0.2035 | 0.5773 | 0.1452 |
Largest Winning Trade | 25684 | 25684 | 21180 | 10161 | 3725 | 10161 |
Largest Losing Trade | -118744 | -42158 | -118744 | -106502 | -9554 | -106502 |
Avg Bars in Trades | 15 | 18 | 13 | 15 | 18 | 13 |
Avg Bars in Winners | 7 | 7 | 7 | 10 | 10 | 9 |
Avg Bars in Losers | 49 | 62 | 38 | 32 | 41 | 25 |
Bars Traded | 2367 | 1335 | 1032 | 2367 | 1335 | 1032 |
Profit Streak | 39.2441 | 90.2441 | 39.2441 | 39.2441 | 90.2441 | 39.2441 |
Trades During Streak | 14 | 9 | 7 | 14 | 9 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347896 | -53272 | -568788 | -575172 | -396976 | -632732 |
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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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