Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259129.7819 | 190759.1193 | 68370.6626 | 539200.7197 | 292951.2203 | 246249.4994 |
Total P&L (%) | 259.1298 | 190.7591 | 68.3707 | 539.2007 | 292.9512 | 246.2495 |
Avg Daily Profit (%) | 0.2488 | 0.1831 | 0.0656 | 0.1782 | 0.1315 | 0.1193 |
Buy And Hold Return (%) | 22.3145 | 22.3145 | 22.3145 | 22.3145 | 22.3145 | 22.3145 |
Max Trade Drawdown | -49652 | -26998 | -28128 | -123340 | -49430 | -96629 |
Profit Factor | 2.5154 | 4.1862 | 1.6152 | 2.3445 | 3.0783 | 1.9468 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 43.2836 | 47.0588 | 39.3939 | 43.2836 | 47.0588 | 39.3939 |
Ratio Avg Win / Avg Loss | 3.296 | 4.7094 | 2.485 | 3.0721 | 3.463 | 2.9951 |
Largest Winning Trade | 73625 | 73625 | 47100 | 208454 | 197160 | 208454 |
Largest Losing Trade | -14483 | -7444 | -14483 | -96629 | -29118 | -96629 |
Avg Bars in Trades | 331 | 152 | 516 | 331 | 152 | 516 |
Avg Bars in Winners | 570 | 235 | 983 | 570 | 235 | 983 |
Avg Bars in Losers | 149 | 78 | 212 | 149 | 78 | 212 |
Bars Traded | 22219 | 5187 | 17032 | 22219 | 5187 | 17032 |
Profit Streak | 143.7646 | 143.7646 | 149.473 | 143.7646 | 143.7646 | 149.473 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110095 | 507096 | -108863 | -110610 | -12230 | -33614 |
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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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