Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206129.2068 | 242343.0224 | -36213.8156 | 1669596.7584 | 759649.3548 | 909947.4035 |
Total P&L (%) | 206.1292 | 242.343 | -36.2138 | 1669.5968 | 759.6494 | 909.9474 |
Avg Daily Profit (%) | 0.1647 | 0.1936 | -0.0289 | 0.2299 | 0.1721 | 0.1849 |
Buy And Hold Return (%) | 35.9106 | 35.9106 | 35.9106 | 35.9106 | 35.9106 | 35.9106 |
Max Trade Drawdown | -319320 | -49260 | -284498 | -905193 | -905193 | -631624 |
Profit Factor | 1.3255 | 2.275 | 0.9183 | 1.7321 | 1.6429 | 1.8281 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 114 | 55 | 59 | 112 | 56 | 56 |
Losing Trades | 21 | 12 | 9 | 23 | 11 | 12 |
Profitability (%) | 84.4444 | 82.0896 | 86.7647 | 82.963 | 83.5821 | 82.3529 |
Ratio Avg Win / Avg Loss | 0.2442 | 0.4964 | 0.1401 | 0.3557 | 0.3227 | 0.3917 |
Largest Winning Trade | 26339 | 26339 | 21180 | 226200 | 224686 | 226200 |
Largest Losing Trade | -176350 | -49260 | -176350 | -905193 | -905193 | -315982 |
Avg Bars in Trades | 17 | 20 | 15 | 17 | 20 | 15 |
Avg Bars in Winners | 9 | 9 | 8 | 11 | 13 | 10 |
Avg Bars in Losers | 64 | 67 | 60 | 45 | 54 | 37 |
Bars Traded | 2379 | 1355 | 1024 | 2379 | 1355 | 1024 |
Profit Streak | 9.4138 | 9.4138 | 43.4138 | 9.4138 | 9.4138 | 43.4138 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428987 | -102248 | -683564 | 558645 | -102923 | -94615 |
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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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