Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116768.374 | 89776.2659 | 26992.1081 | 116947.6971 | 135644.64 | -18696.943 |
Total P&L (%) | 116.7684 | 89.7763 | 26.9921 | 116.9477 | 135.6446 | -18.6969 |
Avg Daily Profit (%) | 0.4484 | 0.3447 | 0.1036 | 0.2978 | 0.3297 | -0.0795 |
Buy And Hold Return (%) | 18.3271 | 18.3271 | 18.3271 | 18.3271 | 18.3271 | 18.3271 |
Max Trade Drawdown | -49468 | -20288 | -46027 | -151588 | -38141 | -126582 |
Profit Factor | 1.3681 | 1.6294 | 1.1546 | 1.1858 | 1.5268 | 0.9498 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 63.2258 | 63.6364 | 62.8205 | 63.2258 | 63.6364 | 62.8205 |
Ratio Avg Win / Avg Loss | 0.7957 | 0.9311 | 0.6834 | 0.6897 | 0.8724 | 0.5621 |
Largest Winning Trade | 19839 | 14775 | 19839 | 30954 | 23865 | 30954 |
Largest Losing Trade | -36745 | -17381 | -36745 | -122318 | -38141 | -122318 |
Avg Bars in Trades | 157 | 154 | 160 | 157 | 154 | 160 |
Avg Bars in Winners | 115 | 108 | 122 | 115 | 108 | 122 |
Avg Bars in Losers | 229 | 235 | 224 | 229 | 235 | 224 |
Bars Traded | 24428 | 11896 | 12532 | 24428 | 11896 | 12532 |
Profit Streak | 0 | 7.4782 | 0 | 0 | 7.4782 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334423 | -32423 | -159308 | -8693 | -31633 | -614691 |
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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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