Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139002.4801 | 117479.2873 | 21523.1928 | 154295.0799 | 160651.5882 | -6356.5083 |
Total P&L (%) | 139.0025 | 117.4793 | 21.5232 | 154.2951 | 160.6516 | -6.3565 |
Avg Daily Profit (%) | 0.2669 | 0.2256 | 0.0413 | 0.1794 | 0.1841 | -0.0126 |
Buy And Hold Return (%) | 38.8463 | 38.8463 | 38.8463 | 38.8463 | 38.8463 | 38.8463 |
Max Trade Drawdown | -73790 | -33713 | -54194 | -66185 | -34223 | -60709 |
Profit Factor | 1.2785 | 1.6082 | 1.0703 | 1.2696 | 1.7967 | 0.9828 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 136 | 73 | 63 | 136 | 73 | 63 |
Losing Trades | 118 | 54 | 64 | 118 | 54 | 64 |
Profitability (%) | 53.5433 | 57.4803 | 49.6063 | 53.5433 | 57.4803 | 49.6063 |
Ratio Avg Win / Avg Loss | 1.1093 | 1.1896 | 1.0873 | 1.1016 | 1.329 | 0.9984 |
Largest Winning Trade | 17625 | 17625 | 17491 | 20600 | 19787 | 20600 |
Largest Losing Trade | -21076 | -13700 | -21076 | -31819 | -15538 | -31819 |
Avg Bars in Trades | 96 | 94 | 99 | 96 | 94 | 99 |
Avg Bars in Winners | 112 | 108 | 116 | 112 | 108 | 116 |
Avg Bars in Losers | 79 | 75 | 82 | 79 | 75 | 82 |
Bars Traded | 24631 | 12008 | 12623 | 24631 | 12008 | 12623 |
Profit Streak | 9.86 | 34.8183 | 9.86 | 9.86 | 34.8183 | 9.86 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300655 | 304752 | -446463 | 284372 | 340656 | -580612 |
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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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