Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90425.3879 | 67389.7832 | 23035.6047 | 71399.8868 | 72903.2431 | -1503.3563 |
Total P&L (%) | 90.4254 | 67.3898 | 23.0356 | 71.3999 | 72.9032 | -1.5034 |
Avg Daily Profit (%) | 0.3472 | 0.2588 | 0.0885 | 0.2071 | 0.2105 | -0.0058 |
Buy And Hold Return (%) | 15.9384 | 15.9384 | 15.9384 | 15.9384 | 15.9384 | 15.9384 |
Max Trade Drawdown | -43946 | -29866 | -50395 | -81775 | -34753 | -81775 |
Profit Factor | 1.3168 | 1.5249 | 1.1467 | 1.1893 | 1.4759 | 0.9933 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 66.9173 | 63.6364 | 70.1493 | 66.9173 | 63.6364 | 70.1493 |
Ratio Avg Win / Avg Loss | 0.651 | 0.8714 | 0.488 | 0.588 | 0.8434 | 0.4227 |
Largest Winning Trade | 14691 | 14691 | 12954 | 22080 | 14987 | 22080 |
Largest Losing Trade | -35544 | -16608 | -35544 | -81775 | -24415 | -81775 |
Avg Bars in Trades | 186 | 179 | 192 | 186 | 179 | 192 |
Avg Bars in Winners | 128 | 114 | 140 | 128 | 114 | 140 |
Avg Bars in Losers | 302 | 292 | 315 | 302 | 292 | 315 |
Bars Traded | 24745 | 11843 | 12902 | 24745 | 11843 | 12902 |
Profit Streak | 6.4443 | 6.4443 | 17.2672 | 6.4443 | 6.4443 | 17.2672 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336719 | -116747 | -276856 | -5273 | -117152 | -694711 |
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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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