Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267181.8229 | 265108.7819 | 2073.041 | 46449.0834 | 91671.5234 | -45222.44 |
Total P&L (%) | 267.1818 | 265.1088 | 2.073 | 46.4491 | 91.6715 | -45.2224 |
Avg Daily Profit (%) | 0.2142 | 0.2126 | 0.0017 | 0.0306 | 0.0522 | -0.0483 |
Buy And Hold Return (%) | 25.3933 | 25.3933 | 25.3933 | 25.3933 | 25.3933 | 25.3933 |
Max Trade Drawdown | -126074 | -51462 | -151954 | -111353 | -37474 | -133912 |
Profit Factor | 1.3321 | 1.7883 | 1.0044 | 1.0992 | 1.497 | 0.8407 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Losing Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Profitability (%) | 49.7326 | 51.6129 | 47.8723 | 49.7326 | 51.6129 | 47.8723 |
Ratio Avg Win / Avg Loss | 1.3465 | 1.6765 | 1.0937 | 1.111 | 1.4034 | 0.9154 |
Largest Winning Trade | 115135 | 115135 | 32049 | 69968 | 69968 | 21127 |
Largest Losing Trade | -60228 | -37462 | -60228 | -37562 | -32699 | -37562 |
Avg Bars in Trades | 77 | 85 | 68 | 77 | 85 | 68 |
Avg Bars in Winners | 83 | 92 | 74 | 83 | 92 | 74 |
Avg Bars in Losers | 70 | 78 | 63 | 70 | 78 | 63 |
Bars Traded | 14429 | 7962 | 6467 | 14429 | 7962 | 6467 |
Profit Streak | 37.4666 | 37.4666 | 81.7999 | 37.4666 | 37.4666 | 81.7999 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375638 | 432457 | -571696 | -269063 | -123615 | -580450 |
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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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