Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135498.3814 | 93853.9905 | 41644.3909 | 169393.4715 | 157466.555 | 11926.9165 |
Total P&L (%) | 135.4984 | 93.854 | 41.6444 | 169.3935 | 157.4666 | 11.9269 |
Avg Daily Profit (%) | 0.5203 | 0.3604 | 0.1599 | 0.3813 | 0.3638 | 0.0433 |
Buy And Hold Return (%) | 16.9349 | 16.9349 | 16.9349 | 16.9349 | 16.9349 | 16.9349 |
Max Trade Drawdown | -35973 | -24082 | -42151 | -141654 | -53578 | -137425 |
Profit Factor | 1.4109 | 1.5904 | 1.2438 | 1.2288 | 1.473 | 1.0293 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Losing Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Profitability (%) | 66.1538 | 67.0103 | 65.3061 | 66.1538 | 67.0103 | 65.3061 |
Ratio Avg Win / Avg Loss | 0.7219 | 0.783 | 0.6608 | 0.6287 | 0.7252 | 0.5468 |
Largest Winning Trade | 11834 | 10072 | 11834 | 25210 | 25210 | 21951 |
Largest Losing Trade | -33930 | -18095 | -33930 | -129647 | -48454 | -129647 |
Avg Bars in Trades | 125 | 121 | 128 | 125 | 121 | 128 |
Avg Bars in Winners | 74 | 65 | 84 | 74 | 65 | 84 |
Avg Bars in Losers | 224 | 237 | 211 | 224 | 237 | 211 |
Bars Traded | 24429 | 11828 | 12601 | 24429 | 11828 | 12601 |
Profit Streak | 3.6602 | 0 | 7.7956 | 3.6602 | 0 | 7.7956 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383002 | 324143 | 99862 | 300157 | 334357 | -489629 |
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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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