Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103606.3227 | 74053.5143 | 29552.8084 | 131141.626 | 136090.1652 | -4948.5393 |
Total P&L (%) | 103.6063 | 74.0535 | 29.5528 | 131.1416 | 136.0902 | -4.9485 |
Avg Daily Profit (%) | 0.3978 | 0.2844 | 0.1135 | 0.3223 | 0.3304 | -0.0195 |
Buy And Hold Return (%) | 19.2917 | 19.2917 | 19.2917 | 19.2917 | 19.2917 | 19.2917 |
Max Trade Drawdown | -39541 | -24878 | -40183 | -136387 | -33028 | -138109 |
Profit Factor | 1.6409 | 2.2404 | 1.2898 | 1.3293 | 2.1393 | 0.9823 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Losing Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Profitability (%) | 57.6 | 64.5161 | 50.7937 | 57.6 | 64.5161 | 50.7937 |
Ratio Avg Win / Avg Loss | 1.2078 | 1.2322 | 1.2495 | 0.9785 | 1.1766 | 0.9516 |
Largest Winning Trade | 16870 | 16870 | 14448 | 29094 | 22982 | 29094 |
Largest Losing Trade | -33806 | -16470 | -33806 | -119720 | -21663 | -119720 |
Avg Bars in Trades | 196 | 192 | 200 | 196 | 192 | 200 |
Avg Bars in Winners | 179 | 189 | 166 | 179 | 189 | 166 |
Avg Bars in Losers | 220 | 199 | 234 | 220 | 199 | 234 |
Bars Traded | 24576 | 11958 | 12618 | 24576 | 11958 | 12618 |
Profit Streak | 9.419 | 29.221 | 9.419 | 9.419 | 29.221 | 9.419 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422313 | -143063 | -198349 | 310909 | -140499 | -727640 |
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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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