Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176226.6154 | 131904.6308 | 44321.9845 | 162180.6756 | 216347.332 | -54166.6564 |
Total P&L (%) | 176.2266 | 131.9046 | 44.322 | 162.1807 | 216.3473 | -54.1667 |
Avg Daily Profit (%) | 0.1692 | 0.1266 | 0.0426 | 0.0926 | 0.1106 | -0.0749 |
Buy And Hold Return (%) | 37.9586 | 37.9586 | 37.9586 | 37.9586 | 37.9586 | 37.9586 |
Max Trade Drawdown | -73027 | -31116 | -64252 | -265932 | -130600 | -233276 |
Profit Factor | 1.6458 | 2.4828 | 1.241 | 1.2204 | 2.0167 | 0.8964 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 67.6471 | 64.7059 | 70.5882 | 67.6471 | 64.7059 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.7871 | 1.3543 | 0.5171 | 0.5837 | 1.1 | 0.3735 |
Largest Winning Trade | 29392 | 29392 | 23060 | 75365 | 63773 | 75365 |
Largest Losing Trade | -64252 | -26306 | -64252 | -233276 | -87045 | -233276 |
Avg Bars in Trades | 238 | 234 | 242 | 238 | 234 | 242 |
Avg Bars in Winners | 161 | 157 | 164 | 161 | 157 | 164 |
Avg Bars in Losers | 400 | 375 | 431 | 400 | 375 | 431 |
Bars Traded | 24339 | 11958 | 12381 | 24339 | 11958 | 12381 |
Profit Streak | 7.1737 | 0 | 8.2153 | 7.1737 | 0 | 8.2153 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344327 | -201178 | -428351 | -69898 | -221599 | -757491 |
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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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