Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126964.2462 | 86134.574 | 40829.6723 | 202927.3578 | 152537.3701 | 50389.9877 |
Total P&L (%) | 126.9642 | 86.1346 | 40.8297 | 202.9274 | 152.5374 | 50.39 |
Avg Daily Profit (%) | 0.4875 | 0.3308 | 0.1568 | 0.4265 | 0.3564 | 0.1568 |
Buy And Hold Return (%) | 32.2581 | 32.2581 | 32.2581 | 32.2581 | 32.2581 | 32.2581 |
Max Trade Drawdown | -28186 | -26313 | -14835 | -38907 | -27502 | -24886 |
Profit Factor | 1.758 | 1.8035 | 1.677 | 1.7467 | 1.9239 | 1.4724 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 71.7949 | 71.7949 | 71.7949 | 71.7949 | 71.7949 | 71.7949 |
Ratio Avg Win / Avg Loss | 0.6906 | 0.7085 | 0.6588 | 0.6862 | 0.7558 | 0.5784 |
Largest Winning Trade | 14131 | 14131 | 6177 | 19813 | 19813 | 10485 |
Largest Losing Trade | -25958 | -25958 | -14835 | -27502 | -27502 | -19059 |
Avg Bars in Trades | 156 | 238 | 74 | 156 | 238 | 74 |
Avg Bars in Winners | 98 | 141 | 55 | 98 | 141 | 55 |
Avg Bars in Losers | 304 | 486 | 123 | 304 | 486 | 123 |
Bars Traded | 24438 | 18615 | 5823 | 24438 | 18615 | 5823 |
Profit Streak | 4.1166 | 0 | 4.1478 | 4.1166 | 0 | 4.1478 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377658 | -26773 | -108291 | 423125 | -24491 | -35918 |
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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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