Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311769.0041 | 216707.5122 | 95061.4919 | 421342.5339 | 247234.2569 | 174108.277 |
Total P&L (%) | 311.769 | 216.7075 | 95.0615 | 421.3425 | 247.2343 | 174.1083 |
Avg Daily Profit (%) | 0.2494 | 0.1734 | 0.076 | 0.1322 | 0.0996 | 0.0807 |
Buy And Hold Return (%) | 55.2432 | 55.2432 | 55.2432 | 55.2432 | 55.2432 | 55.2432 |
Max Trade Drawdown | -55189 | -50447 | -61136 | -233378 | -235857 | -99473 |
Profit Factor | 1.8077 | 2.4888 | 1.3954 | 1.5678 | 1.6869 | 1.4557 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Losing Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Profitability (%) | 82.3009 | 80.3571 | 84.2105 | 82.3009 | 80.3571 | 84.2105 |
Ratio Avg Win / Avg Loss | 0.3888 | 0.6084 | 0.2616 | 0.3372 | 0.4124 | 0.2729 |
Largest Winning Trade | 20481 | 19530 | 20481 | 70322 | 70322 | 54366 |
Largest Losing Trade | -62406 | -49471 | -62406 | -233378 | -233378 | -96536 |
Avg Bars in Trades | 20 | 26 | 15 | 20 | 26 | 15 |
Avg Bars in Winners | 9 | 11 | 6 | 9 | 11 | 6 |
Avg Bars in Losers | 75 | 85 | 63 | 75 | 85 | 63 |
Bars Traded | 2352 | 1459 | 893 | 2352 | 1459 | 893 |
Profit Streak | 25.5634 | 142.0634 | 25.5634 | 25.5634 | 142.0634 | 25.5634 |
Trades During Streak | 4 | 8 | 2 | 4 | 8 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513447 | -167277 | -275615 | -10032 | -235685 | -263270 |
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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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