Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253111.1177 | 217028.1884 | 36082.9293 | 366819.2744 | 238677.1133 | 128142.1611 |
Total P&L (%) | 253.1111 | 217.0282 | 36.0829 | 366.8193 | 238.6771 | 128.1422 |
Avg Daily Profit (%) | 0.1687 | 0.1447 | 0.0241 | 0.1028 | 0.0814 | 0.055 |
Buy And Hold Return (%) | 93.2281 | 93.2281 | 93.2281 | 93.2281 | 93.2281 | 93.2281 |
Max Trade Drawdown | -54669 | -59941 | -65457 | -245056 | -259949 | -183557 |
Profit Factor | 1.5342 | 1.8359 | 1.1685 | 1.2526 | 1.2579 | 1.2433 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 155 | 86 | 69 | 155 | 86 | 69 |
Losing Trades | 60 | 21 | 39 | 60 | 21 | 39 |
Profitability (%) | 72.093 | 80.3738 | 63.8889 | 72.093 | 80.3738 | 63.8889 |
Ratio Avg Win / Avg Loss | 0.5939 | 0.4483 | 0.6605 | 0.4849 | 0.3072 | 0.7027 |
Largest Winning Trade | 19557 | 19557 | 16111 | 73057 | 73057 | 37884 |
Largest Losing Trade | -47431 | -47431 | -44294 | -209960 | -209960 | -143821 |
Avg Bars in Trades | 81 | 128 | 35 | 81 | 128 | 35 |
Avg Bars in Winners | 41 | 63 | 14 | 41 | 63 | 14 |
Avg Bars in Losers | 185 | 394 | 73 | 185 | 394 | 73 |
Bars Traded | 17586 | 13720 | 3866 | 17586 | 13720 | 3866 |
Profit Streak | 622.1545 | 622.1545 | 708.3212 | 622.1545 | 622.1545 | 708.3212 |
Trades During Streak | 7 | 3 | 8 | 7 | 3 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332122 | 49556 | -360401 | -54543 | -84404 | -167721 |
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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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