Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166537.0709 | 108819.5451 | 57717.5259 | 305831.6486 | 242285.6905 | 63545.9581 |
Total P&L (%) | 166.5371 | 108.8195 | 57.7175 | 305.8316 | 242.2857 | 63.546 |
Avg Daily Profit (%) | 0.6395 | 0.4179 | 0.2216 | 0.5393 | 0.4736 | 0.1891 |
Buy And Hold Return (%) | 34.1729 | 34.1729 | 34.1729 | 34.1729 | 34.1729 | 34.1729 |
Max Trade Drawdown | -34783 | -29203 | -33241 | -166173 | -45210 | -157619 |
Profit Factor | 1.8884 | 2.467 | 1.5095 | 1.6495 | 2.587 | 1.1997 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 75.2137 | 74.1379 | 76.2712 | 75.2137 | 74.1379 | 76.2712 |
Ratio Avg Win / Avg Loss | 0.6223 | 0.8606 | 0.4696 | 0.5436 | 0.9025 | 0.3732 |
Largest Winning Trade | 12053 | 11084 | 12053 | 34550 | 24347 | 34550 |
Largest Losing Trade | -33241 | -14781 | -33241 | -157619 | -45210 | -157619 |
Avg Bars in Trades | 203 | 201 | 206 | 203 | 201 | 206 |
Avg Bars in Winners | 123 | 112 | 133 | 123 | 112 | 133 |
Avg Bars in Losers | 448 | 455 | 440 | 448 | 455 | 440 |
Bars Traded | 23863 | 11674 | 12189 | 23863 | 11674 | 12189 |
Profit Streak | 14.22 | 25.0846 | 14.22 | 14.22 | 25.0846 | 14.22 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531186 | -168318 | -175053 | 535822 | -164663 | -176411 |
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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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