Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129088.9288 | 93508.7338 | 35580.195 | 134013.5706 | 182851.1948 | -48837.6242 |
Total P&L (%) | 129.0889 | 93.5087 | 35.5802 | 134.0136 | 182.8512 | -48.8376 |
Avg Daily Profit (%) | 0.4957 | 0.3591 | 0.1366 | 0.327 | 0.4001 | -0.257 |
Buy And Hold Return (%) | 17.3861 | 17.3861 | 17.3861 | 17.3861 | 17.3861 | 17.3861 |
Max Trade Drawdown | -65468 | -24438 | -47153 | -275166 | -66433 | -220714 |
Profit Factor | 1.3754 | 1.5977 | 1.1898 | 1.139 | 1.474 | 0.9156 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Losing Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Profitability (%) | 61.0778 | 63.8554 | 58.3333 | 61.0778 | 63.8554 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.8765 | 0.9044 | 0.8499 | 0.7258 | 0.8343 | 0.654 |
Largest Winning Trade | 19319 | 14913 | 19319 | 49143 | 30428 | 49143 |
Largest Losing Trade | -37606 | -19972 | -37606 | -189693 | -61145 | -189693 |
Avg Bars in Trades | 146 | 142 | 149 | 146 | 142 | 149 |
Avg Bars in Winners | 107 | 101 | 113 | 107 | 101 | 113 |
Avg Bars in Losers | 207 | 216 | 200 | 207 | 216 | 200 |
Bars Traded | 24451 | 11867 | 12585 | 24451 | 11867 | 12585 |
Profit Streak | 1.8704 | 0 | 5.7974 | 1.8704 | 0 | 5.7974 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 279040 | 305373 | -30086 | -61885 | 329687 | -580250 |
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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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