Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217027.855 | 203847.5209 | 13180.3341 | 63673.1419 | 46791.5999 | 16881.542 |
Total P&L (%) | 217.0279 | 203.8475 | 13.1803 | 63.6731 | 46.7916 | 16.8815 |
Avg Daily Profit (%) | 0.1518 | 0.1426 | 0.0092 | 0.0345 | 0.0268 | 0.0109 |
Buy And Hold Return (%) | 21.0247 | 21.0247 | 21.0247 | 21.0247 | 21.0247 | 21.0247 |
Max Trade Drawdown | -151410 | -61239 | -94833 | -249015 | -143633 | -132676 |
Profit Factor | 1.4549 | 1.8271 | 1.0572 | 1.0828 | 1.105 | 1.0521 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 52.809 | 50 | 55.5556 | 52.809 | 50 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.3002 | 1.8271 | 0.8457 | 0.9676 | 1.105 | 0.8417 |
Largest Winning Trade | 101547 | 101547 | 23923 | 110912 | 110912 | 46489 |
Largest Losing Trade | -47130 | -47130 | -42090 | -143633 | -143633 | -55509 |
Avg Bars in Trades | 42 | 49 | 35 | 42 | 49 | 35 |
Avg Bars in Winners | 42 | 53 | 32 | 42 | 53 | 32 |
Avg Bars in Losers | 41 | 44 | 38 | 41 | 44 | 38 |
Bars Traded | 3753 | 2165 | 1589 | 3753 | 2165 | 1589 |
Profit Streak | 44.6388 | 0 | 85.6388 | 44.6388 | 0 | 85.6388 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338262 | 28324 | -503464 | -279950 | -267339 | -506748 |
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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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