Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134676.2675 | 104864.7264 | 29811.5411 | 185651.5611 | 156410.6937 | 29240.8674 |
Total P&L (%) | 134.6763 | 104.8647 | 29.8115 | 185.6516 | 156.4107 | 29.2409 |
Avg Daily Profit (%) | 0.2586 | 0.2013 | 0.0572 | 0.2017 | 0.181 | 0.0493 |
Buy And Hold Return (%) | 52.7664 | 52.7664 | 52.7664 | 52.7664 | 52.7664 | 52.7664 |
Max Trade Drawdown | -36364 | -23725 | -25341 | -63740 | -37911 | -68986 |
Profit Factor | 1.5112 | 1.9521 | 1.1945 | 1.4066 | 1.8606 | 1.1064 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Losing Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Profitability (%) | 59.0551 | 64.0625 | 53.9683 | 59.0551 | 64.0625 | 53.9683 |
Ratio Avg Win / Avg Loss | 1.0478 | 1.0951 | 1.0188 | 0.9752 | 1.0438 | 0.9437 |
Largest Winning Trade | 20638 | 20638 | 16311 | 39707 | 39707 | 26127 |
Largest Losing Trade | -17119 | -13887 | -17119 | -39127 | -30467 | -39127 |
Avg Bars in Trades | 189 | 187 | 191 | 189 | 187 | 191 |
Avg Bars in Winners | 151 | 152 | 149 | 151 | 152 | 149 |
Avg Bars in Losers | 244 | 250 | 239 | 244 | 250 | 239 |
Bars Traded | 24038 | 11997 | 12041 | 24038 | 11997 | 12041 |
Profit Streak | 17.1797 | 17.1797 | 19.5339 | 17.1797 | 17.1797 | 19.5339 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304548 | -133602 | -434559 | 234950 | -130123 | -543747 |
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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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