Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106525.7921 | 75118.5784 | 31407.2137 | 117244.8115 | 84221.463 | 33023.3485 |
Total P&L (%) | 106.5258 | 75.1186 | 31.4072 | 117.2448 | 84.2215 | 33.0233 |
Avg Daily Profit (%) | 0.2045 | 0.1442 | 0.0603 | 0.1491 | 0.1174 | 0.0548 |
Buy And Hold Return (%) | 22.9641 | 22.9641 | 22.9641 | 22.9641 | 22.9641 | 22.9641 |
Max Trade Drawdown | -41003 | -31891 | -44208 | -72014 | -64467 | -73741 |
Profit Factor | 1.524 | 1.9797 | 1.2481 | 1.3617 | 1.669 | 1.1666 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 72.0721 | 72.7273 | 71.4286 | 72.0721 | 72.7273 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.5906 | 0.7424 | 0.4992 | 0.5277 | 0.6259 | 0.4666 |
Largest Winning Trade | 19172 | 19172 | 13873 | 28973 | 28973 | 24985 |
Largest Losing Trade | -31527 | -21545 | -31527 | -58939 | -44828 | -58939 |
Avg Bars in Trades | 221 | 219 | 224 | 221 | 219 | 224 |
Avg Bars in Winners | 147 | 160 | 134 | 147 | 160 | 134 |
Avg Bars in Losers | 413 | 377 | 448 | 413 | 377 | 448 |
Bars Traded | 24626 | 12066 | 12560 | 24626 | 12066 | 12560 |
Profit Streak | 11.0798 | 0 | 58.3298 | 11.0798 | 0 | 58.3298 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334681 | -180065 | -341949 | 251935 | -216117 | -364433 |
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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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