Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152795.2833 | 105957.3596 | 46837.9237 | 206297.32 | 183100.9222 | 23196.3978 |
Total P&L (%) | 152.7953 | 105.9574 | 46.8379 | 206.2973 | 183.1009 | 23.1964 |
Avg Daily Profit (%) | 0.5867 | 0.4069 | 0.1799 | 0.4308 | 0.4004 | 0.0801 |
Buy And Hold Return (%) | 21.9671 | 21.9671 | 21.9671 | 21.9671 | 21.9671 | 21.9671 |
Max Trade Drawdown | -37601 | -23900 | -29032 | -144012 | -58757 | -107378 |
Profit Factor | 1.5819 | 1.7929 | 1.3633 | 1.2759 | 1.4918 | 1.0618 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 91 | 49 | 42 | 91 | 49 | 42 |
Profitability (%) | 38.9262 | 33.7838 | 44 | 38.9262 | 33.7838 | 44 |
Ratio Avg Win / Avg Loss | 2.482 | 3.5141 | 1.7351 | 2.0018 | 2.9239 | 1.3513 |
Largest Winning Trade | 57917 | 57917 | 24584 | 105498 | 105498 | 52853 |
Largest Losing Trade | -12085 | -9681 | -12085 | -24118 | -24118 | -23680 |
Avg Bars in Trades | 166 | 163 | 168 | 166 | 163 | 168 |
Avg Bars in Winners | 281 | 308 | 260 | 281 | 308 | 260 |
Avg Bars in Losers | 92 | 88 | 97 | 92 | 88 | 97 |
Bars Traded | 24749 | 12080 | 12668 | 24749 | 12080 | 12668 |
Profit Streak | 6.2797 | 0 | 8.1026 | 6.2797 | 0 | 8.1026 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331204 | -60860 | -56990 | 216943 | -60459 | -446918 |
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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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