Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181266.5695 | 171613.3204 | 9653.2491 | 95958.2561 | 123694.049 | -27735.7929 |
Total P&L (%) | 181.2666 | 171.6133 | 9.6532 | 95.9583 | 123.694 | -27.7358 |
Avg Daily Profit (%) | 0.174 | 0.1647 | 0.0093 | 0.0646 | 0.0773 | -0.0312 |
Buy And Hold Return (%) | 27.8489 | 27.8489 | 27.8489 | 27.8489 | 27.8489 | 27.8489 |
Max Trade Drawdown | -98494 | -54837 | -81183 | -148903 | -61573 | -125909 |
Profit Factor | 1.3185 | 1.6766 | 1.0306 | 1.1201 | 1.3532 | 0.9382 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 91 | 40 | 51 | 91 | 40 | 51 |
Losing Trades | 113 | 62 | 51 | 113 | 62 | 51 |
Profitability (%) | 44.6078 | 39.2157 | 50 | 44.6078 | 39.2157 | 50 |
Ratio Avg Win / Avg Loss | 1.6373 | 2.5988 | 1.0306 | 1.3909 | 2.0975 | 0.9382 |
Largest Winning Trade | 84908 | 84908 | 24714 | 77404 | 77404 | 31915 |
Largest Losing Trade | -24727 | -14983 | -24727 | -39355 | -23472 | -39355 |
Avg Bars in Trades | 118 | 114 | 122 | 118 | 114 | 122 |
Avg Bars in Winners | 157 | 159 | 156 | 157 | 159 | 156 |
Avg Bars in Losers | 86 | 84 | 88 | 86 | 84 | 88 |
Bars Traded | 24120 | 11640 | 12480 | 24120 | 11640 | 12480 |
Profit Streak | 24.2451 | 24.2451 | 28.9951 | 24.2451 | 24.2451 | 28.9951 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317360 | 216200 | -532367 | -197356 | -93954 | -580053 |
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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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