Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329985.2842 | 248965.6899 | 81019.5943 | -59729.158 | 19436.2294 | -79165.3874 |
Total P&L (%) | 329.9853 | 248.9657 | 81.0196 | -59.7292 | 19.4362 | -79.1654 |
Avg Daily Profit (%) | 0.264 | 0.1992 | 0.0648 | -0.0727 | 0.0142 | -0.1254 |
Buy And Hold Return (%) | 99.4444 | 99.4444 | 99.4444 | 99.4444 | 99.4444 | 99.4444 |
Max Trade Drawdown | -131977 | -39995 | -105972 | -11030 | -8274 | -6713 |
Profit Factor | 1.7268 | 2.6577 | 1.2667 | 0.5675 | 2.1815 | 0.3493 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 108 | 55 | 53 | 100 | 52 | 48 |
Losing Trades | 21 | 9 | 12 | 29 | 12 | 17 |
Profitability (%) | 83.7209 | 85.9375 | 81.5385 | 77.5194 | 81.25 | 73.8462 |
Ratio Avg Win / Avg Loss | 0.3358 | 0.4349 | 0.2868 | 0.1646 | 0.5034 | 0.1237 |
Largest Winning Trade | 26674 | 26674 | 21180 | 13748 | 4559 | 13748 |
Largest Losing Trade | -106502 | -39995 | -106502 | -106502 | -8274 | -106502 |
Avg Bars in Trades | 18 | 20 | 15 | 18 | 20 | 15 |
Avg Bars in Winners | 9 | 9 | 8 | 12 | 13 | 10 |
Avg Bars in Losers | 66 | 88 | 49 | 39 | 52 | 30 |
Bars Traded | 2367 | 1330 | 1037 | 2367 | 1330 | 1037 |
Profit Streak | 38.4232 | 154.4232 | 38.4232 | 38.4232 | 154.4232 | 38.4232 |
Trades During Streak | 14 | 14 | 7 | 14 | 14 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458687 | -126423 | -399716 | -574555 | -471219 | -707492 |
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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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