Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161095.5485 | 98189.702 | 62905.8464 | 269398.0775 | 177181.3338 | 92216.7437 |
Total P&L (%) | 161.0955 | 98.1897 | 62.9058 | 269.3981 | 177.1813 | 92.2167 |
Avg Daily Profit (%) | 0.7248 | 0.4418 | 0.283 | 0.5897 | 0.4598 | 0.2945 |
Buy And Hold Return (%) | 12.0145 | 12.0145 | 12.0145 | 12.0145 | 12.0145 | 12.0145 |
Max Trade Drawdown | -42494 | -27221 | -29076 | -202220 | -122462 | -127332 |
Profit Factor | 1.6289 | 1.7273 | 1.5193 | 1.2942 | 1.3682 | 1.2123 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 50.3226 | 50 | 50.6494 | 50.3226 | 50 | 50.6494 |
Ratio Avg Win / Avg Loss | 1.608 | 1.7273 | 1.4803 | 1.2776 | 1.3682 | 1.1812 |
Largest Winning Trade | 30338 | 30338 | 18470 | 73001 | 63315 | 73001 |
Largest Losing Trade | -11561 | -10196 | -11561 | -52101 | -52101 | -49141 |
Avg Bars in Trades | 33 | 35 | 30 | 33 | 35 | 30 |
Avg Bars in Winners | 42 | 45 | 39 | 42 | 45 | 39 |
Avg Bars in Losers | 23 | 25 | 21 | 23 | 25 | 21 |
Bars Traded | 5186 | 2800 | 2386 | 5186 | 2800 | 2386 |
Profit Streak | 0 | 0 | 1.6241 | 0 | 0 | 1.6241 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523020 | -23013 | -37219 | 372148 | -25632 | -37821 |
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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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