Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72604.5211 | 53984.4755 | 18620.0456 | 55325.7777 | 65686.3335 | -10360.5557 |
Total P&L (%) | 72.6045 | 53.9845 | 18.62 | 55.3258 | 65.6863 | -10.3606 |
Avg Daily Profit (%) | 0.2788 | 0.2073 | 0.0715 | 0.1692 | 0.1941 | -0.042 |
Buy And Hold Return (%) | 12.0196 | 12.0196 | 12.0196 | 12.0196 | 12.0196 | 12.0196 |
Max Trade Drawdown | -42866 | -30818 | -38463 | -50762 | -28127 | -64389 |
Profit Factor | 1.3016 | 1.5132 | 1.1374 | 1.1776 | 1.5272 | 0.9446 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 70.7692 | 70.7692 | 70.7692 | 70.7692 | 70.7692 | 70.7692 |
Ratio Avg Win / Avg Loss | 0.5376 | 0.625 | 0.4698 | 0.4864 | 0.6308 | 0.3901 |
Largest Winning Trade | 18791 | 17213 | 18791 | 20278 | 20278 | 17097 |
Largest Losing Trade | -36723 | -13275 | -36723 | -37852 | -16014 | -37852 |
Avg Bars in Trades | 189 | 193 | 186 | 189 | 193 | 186 |
Avg Bars in Winners | 119 | 120 | 119 | 119 | 120 | 119 |
Avg Bars in Losers | 359 | 370 | 348 | 359 | 370 | 348 |
Bars Traded | 24687 | 12579 | 12108 | 24687 | 12579 | 12108 |
Profit Streak | 5.6464 | 13.1984 | 5.6464 | 5.6464 | 13.1984 | 5.6464 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337613 | -123685 | -307684 | -17814 | -122951 | -709987 |
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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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