Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281030.9494 | 257787.5845 | 23243.3649 | 109445.2187 | 327423.2734 | -217978.0547 |
Total P&L (%) | 281.0309 | 257.7876 | 23.2434 | 109.4452 | 327.4233 | -217.9781 |
Avg Daily Profit (%) | 0.2309 | 0.2118 | 0.0191 | 0.0608 | 0.1194 | 0 |
Buy And Hold Return (%) | 24.6805 | 24.6805 | 24.6805 | 24.6805 | 24.6805 | 24.6805 |
Max Trade Drawdown | -95050 | -73287 | -79884 | -715500 | -543779 | -592456 |
Profit Factor | 1.4484 | 1.7955 | 1.0768 | 1.0348 | 1.1952 | 0.8513 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 114 | 53 | 61 | 114 | 53 | 61 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 59.0674 | 55.2083 | 62.8866 | 59.0674 | 55.2083 | 62.8866 |
Ratio Avg Win / Avg Loss | 1.0037 | 1.4567 | 0.6355 | 0.7171 | 0.9697 | 0.5024 |
Largest Winning Trade | 130733 | 130733 | 23638 | 298483 | 298483 | 74597 |
Largest Losing Trade | -69198 | -69198 | -30363 | -430863 | -430863 | -208101 |
Avg Bars in Trades | 24 | 39 | 9 | 24 | 39 | 9 |
Avg Bars in Winners | 12 | 17 | 8 | 12 | 17 | 8 |
Avg Bars in Losers | 40 | 66 | 9 | 40 | 66 | 9 |
Bars Traded | 4681 | 3805 | 876 | 4681 | 3805 | 876 |
Profit Streak | 16.757 | 16.757 | 17.257 | 16.757 | 16.757 | 17.257 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467423 | 427441 | -467647 | -293427 | -39245 | -577594 |
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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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