Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125417.0933 | 101390.1702 | 24026.9231 | 121124.3535 | 67868.7688 | 53255.5847 |
Total P&L (%) | 125.4171 | 101.3902 | 24.0269 | 121.1244 | 67.8688 | 53.2556 |
Avg Daily Profit (%) | 1.4447 | 1.168 | 0.2768 | 0.9183 | 0.5985 | 0.493 |
Buy And Hold Return (%) | 32.7234 | 32.7234 | 32.7234 | 32.7234 | 32.7234 | 32.7234 |
Max Trade Drawdown | -32902 | -32472 | -6580 | -90993 | -99208 | -17701 |
Profit Factor | 1.8533 | 1.8402 | 1.9133 | 1.3838 | 1.2592 | 1.9911 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 71 | 28 | 43 | 71 | 28 | 43 |
Losing Trades | 78 | 46 | 32 | 78 | 46 | 32 |
Profitability (%) | 47.651 | 37.8378 | 57.3333 | 47.651 | 37.8378 | 57.3333 |
Ratio Avg Win / Avg Loss | 2.036 | 3.0231 | 1.4239 | 1.5202 | 2.0686 | 1.4818 |
Largest Winning Trade | 105580 | 105580 | 6654 | 142386 | 142386 | 18510 |
Largest Losing Trade | -9426 | -9426 | -3361 | -28029 | -28029 | -9357 |
Avg Bars in Trades | 162 | 304 | 22 | 162 | 304 | 22 |
Avg Bars in Winners | 188 | 439 | 24 | 188 | 439 | 24 |
Avg Bars in Losers | 139 | 222 | 18 | 139 | 222 | 18 |
Bars Traded | 24225 | 22556 | 1669 | 24225 | 22556 | 1669 |
Profit Streak | 0 | 4.3823 | 0 | 0 | 4.3823 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431605 | -56997 | -212099 | 345798 | -64957 | -53973 |
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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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