Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361518.8117 | 323643.0684 | 37875.7433 | 457773.376 | 432853.6438 | 24919.7322 |
Total P&L (%) | 361.5188 | 323.6431 | 37.8757 | 457.7734 | 432.8536 | 24.9197 |
Avg Daily Profit (%) | 0.3471 | 0.3107 | 0.0364 | 0.1651 | 0.1607 | 0.0214 |
Buy And Hold Return (%) | 121.1627 | 121.1627 | 121.1627 | 121.1627 | 121.1627 | 121.1627 |
Max Trade Drawdown | -62206 | -48181 | -52457 | -179917 | -155702 | -137149 |
Profit Factor | 1.868 | 2.5989 | 1.1769 | 1.5107 | 1.9962 | 1.054 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Losing Trades | 143 | 74 | 69 | 143 | 74 | 69 |
Profitability (%) | 41.3934 | 39.3443 | 43.4426 | 41.3934 | 39.3443 | 43.4426 |
Ratio Avg Win / Avg Loss | 2.6447 | 4.0067 | 1.5322 | 2.139 | 3.0775 | 1.3721 |
Largest Winning Trade | 232082 | 232082 | 28176 | 284735 | 284735 | 94598 |
Largest Losing Trade | -18443 | -18443 | -15991 | -69367 | -69367 | -57056 |
Avg Bars in Trades | 100 | 93 | 106 | 100 | 93 | 106 |
Avg Bars in Winners | 176 | 168 | 183 | 176 | 168 | 183 |
Avg Bars in Losers | 46 | 44 | 47 | 46 | 44 | 47 |
Bars Traded | 24426 | 11393 | 13033 | 24426 | 11393 | 13033 |
Profit Streak | 30.4843 | 34.6093 | 30.4843 | 30.4843 | 34.6093 | 30.4843 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312864 | 242584 | -337165 | 244058 | 183416 | -493509 |
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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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