Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126511.4112 | 93563.6036 | 32947.8075 | 165132.2411 | 135900.9399 | 29231.3012 |
Total P&L (%) | 126.5114 | 93.5636 | 32.9478 | 165.1322 | 135.9009 | 29.2313 |
Avg Daily Profit (%) | 0.4858 | 0.3593 | 0.1265 | 0.3751 | 0.3301 | 0.0985 |
Buy And Hold Return (%) | 26.6434 | 26.6434 | 26.6434 | 26.6434 | 26.6434 | 26.6434 |
Max Trade Drawdown | -44534 | -32385 | -18504 | -107825 | -79389 | -43866 |
Profit Factor | 1.7151 | 1.7585 | 1.6153 | 1.4569 | 1.5358 | 1.2711 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 48.1481 | 41.791 | 54.4118 | 48.1481 | 41.791 | 54.4118 |
Ratio Avg Win / Avg Loss | 1.8471 | 2.4493 | 1.3533 | 1.5689 | 2.1392 | 1.065 |
Largest Winning Trade | 39971 | 39971 | 19986 | 85536 | 85536 | 17622 |
Largest Losing Trade | -12935 | -12935 | -6237 | -34181 | -34181 | -14350 |
Avg Bars in Trades | 183 | 342 | 26 | 183 | 342 | 26 |
Avg Bars in Winners | 258 | 557 | 32 | 258 | 557 | 32 |
Avg Bars in Losers | 113 | 188 | 19 | 113 | 188 | 19 |
Bars Traded | 24791 | 22976 | 1815 | 24791 | 22976 | 1815 |
Profit Streak | 7.7238 | 7.7238 | 22.755 | 7.7238 | 7.7238 | 22.755 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416155 | -111208 | -222591 | 379419 | -110765 | -305361 |
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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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