Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150814.7263 | 133225.4455 | 17589.2808 | 191468.9803 | 219793.121 | -28324.1407 |
Total P&L (%) | 150.8147 | 133.2254 | 17.5893 | 191.469 | 219.7931 | -28.3241 |
Avg Daily Profit (%) | 0.5791 | 0.5116 | 0.0675 | 0.4116 | 0.4474 | -0.1278 |
Buy And Hold Return (%) | 26.9176 | 26.9176 | 26.9176 | 26.9176 | 26.9176 | 26.9176 |
Max Trade Drawdown | -53342 | -22065 | -47550 | -153455 | -61454 | -145999 |
Profit Factor | 1.657 | 2.2034 | 1.148 | 1.3125 | 1.753 | 0.9117 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Losing Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Profitability (%) | 38.1503 | 39.0805 | 37.2093 | 38.1503 | 39.0805 | 37.2093 |
Ratio Avg Win / Avg Loss | 2.6863 | 3.4346 | 1.9372 | 2.1278 | 2.7327 | 1.5385 |
Largest Winning Trade | 57429 | 57429 | 29636 | 102865 | 102865 | 77282 |
Largest Losing Trade | -8884 | -8884 | -6876 | -22950 | -19639 | -22950 |
Avg Bars in Trades | 140 | 135 | 144 | 140 | 135 | 144 |
Avg Bars in Winners | 269 | 265 | 273 | 269 | 265 | 273 |
Avg Bars in Losers | 60 | 52 | 68 | 60 | 52 | 68 |
Bars Traded | 24242 | 11823 | 12419 | 24242 | 11823 | 12419 |
Profit Streak | 5.7992 | 10.2784 | 0 | 5.7992 | 10.2784 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312176 | 312241 | -331840 | 226958 | 310828 | -584694 |
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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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