Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115964.5561 | 77891.4607 | 38073.0954 | 170345.78 | 133284.4365 | 37061.3434 |
Total P&L (%) | 115.9646 | 77.8915 | 38.0731 | 170.3458 | 133.2844 | 37.0613 |
Avg Daily Profit (%) | 0.4453 | 0.2991 | 0.1462 | 0.3826 | 0.3258 | 0.1211 |
Buy And Hold Return (%) | 28.0326 | 28.0326 | 28.0326 | 28.0326 | 28.0326 | 28.0326 |
Max Trade Drawdown | -28508 | -29607 | -24828 | -34073 | -34724 | -49424 |
Profit Factor | 1.6247 | 1.7987 | 1.4321 | 1.5087 | 1.8432 | 1.2097 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 60.7843 | 62.3377 | 59.2105 | 60.7843 | 62.3377 | 59.2105 |
Ratio Avg Win / Avg Loss | 1.0482 | 1.0867 | 0.9866 | 0.9734 | 1.1136 | 0.8333 |
Largest Winning Trade | 25335 | 25335 | 7814 | 30249 | 30249 | 13109 |
Largest Losing Trade | -21152 | -21152 | -11381 | -26969 | -26969 | -24841 |
Avg Bars in Trades | 160 | 160 | 160 | 160 | 160 | 160 |
Avg Bars in Winners | 116 | 113 | 118 | 116 | 113 | 118 |
Avg Bars in Losers | 228 | 238 | 220 | 228 | 238 | 220 |
Bars Traded | 24543 | 12374 | 12169 | 24543 | 12374 | 12169 |
Profit Streak | 2.9659 | 6.6013 | 0 | 2.9659 | 6.6013 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331409 | -32852 | -102377 | 283797 | -30781 | -148389 |
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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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