Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413728.7706 | 349804.1413 | 63924.6294 | 609309.6296 | 522347.7481 | 86961.8815 |
Total P&L (%) | 413.7288 | 349.8041 | 63.9246 | 609.3096 | 522.3477 | 86.9619 |
Avg Daily Profit (%) | 0.3327 | 0.2813 | 0.0514 | 0.1577 | 0.1471 | 0.0503 |
Buy And Hold Return (%) | 14.7978 | 14.7978 | 14.7978 | 14.7978 | 14.7978 | 14.7978 |
Max Trade Drawdown | -116838 | -80250 | -71907 | -1496730 | -1204266 | -668374 |
Profit Factor | 1.5938 | 2.0305 | 1.1789 | 1.09 | 1.1545 | 1.0257 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 112 | 55 | 57 | 112 | 55 | 57 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 60.5405 | 59.1398 | 61.9565 | 60.5405 | 59.1398 | 61.9565 |
Ratio Avg Win / Avg Loss | 1.0388 | 1.4029 | 0.7239 | 0.7105 | 0.7976 | 0.6298 |
Largest Winning Trade | 159318 | 159318 | 35534 | 402724 | 402724 | 235807 |
Largest Losing Trade | -43376 | -23610 | -43376 | -491722 | -357090 | -491722 |
Avg Bars in Trades | 19 | 17 | 21 | 19 | 17 | 21 |
Avg Bars in Winners | 17 | 15 | 18 | 17 | 15 | 18 |
Avg Bars in Losers | 22 | 19 | 25 | 22 | 19 | 25 |
Bars Traded | 3566 | 1610 | 1956 | 3566 | 1610 | 1956 |
Profit Streak | 0 | 0 | 49.4078 | 0 | 0 | 49.4078 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476899 | 439936 | -148675 | -112895 | -47364 | -317473 |
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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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