Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121691.4815 | 88653.3083 | 33038.1732 | 128823.7313 | 132122.8407 | -3299.1094 |
Total P&L (%) | 121.6915 | 88.6533 | 33.0382 | 128.8237 | 132.1228 | -3.2991 |
Avg Daily Profit (%) | 0.4673 | 0.3404 | 0.1269 | 0.3184 | 0.3239 | -0.0129 |
Buy And Hold Return (%) | 19.8823 | 19.8823 | 19.8823 | 19.8823 | 19.8823 | 19.8823 |
Max Trade Drawdown | -41676 | -32217 | -35010 | -128745 | -55850 | -110920 |
Profit Factor | 1.3134 | 1.4954 | 1.1578 | 1.1706 | 1.4136 | 0.9924 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 138 | 71 | 67 | 138 | 71 | 67 |
Losing Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Profitability (%) | 58.2278 | 60.1695 | 56.3025 | 58.2278 | 60.1695 | 56.3025 |
Ratio Avg Win / Avg Loss | 0.9422 | 0.9899 | 0.8986 | 0.8398 | 0.9358 | 0.7702 |
Largest Winning Trade | 17135 | 17135 | 13245 | 27456 | 21102 | 27456 |
Largest Losing Trade | -33607 | -22296 | -33607 | -104968 | -52679 | -104968 |
Avg Bars in Trades | 104 | 102 | 106 | 104 | 102 | 106 |
Avg Bars in Winners | 75 | 69 | 82 | 75 | 69 | 82 |
Avg Bars in Losers | 144 | 152 | 137 | 144 | 152 | 137 |
Bars Traded | 24744 | 12067 | 12677 | 24744 | 12067 | 12677 |
Profit Streak | 2.0236 | 5.1381 | 2.0236 | 2.0236 | 5.1381 | 2.0236 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 256755 | 269384 | -84270 | -26921 | 303103 | -583647 |
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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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