Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111438.7324 | 78288.4911 | 33150.2414 | 122871.5196 | 141837.3773 | -18965.8578 |
Total P&L (%) | 111.4387 | 78.2885 | 33.1502 | 122.8715 | 141.8374 | -18.9659 |
Avg Daily Profit (%) | 0.4279 | 0.3006 | 0.1273 | 0.3082 | 0.3397 | -0.0807 |
Buy And Hold Return (%) | 27.5742 | 27.5742 | 27.5742 | 27.5742 | 27.5742 | 27.5742 |
Max Trade Drawdown | -50357 | -21466 | -36506 | -188427 | -52843 | -151070 |
Profit Factor | 1.3962 | 1.6095 | 1.2169 | 1.194 | 1.5811 | 0.9513 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 127 | 65 | 62 | 127 | 65 | 62 |
Losing Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Profitability (%) | 69.3989 | 71.4286 | 67.3913 | 69.3989 | 71.4286 | 67.3913 |
Ratio Avg Win / Avg Loss | 0.6156 | 0.6438 | 0.5888 | 0.5265 | 0.6324 | 0.4603 |
Largest Winning Trade | 16952 | 16952 | 11834 | 29365 | 18894 | 29365 |
Largest Losing Trade | -35942 | -16338 | -35942 | -146454 | -44819 | -146454 |
Avg Bars in Trades | 134 | 129 | 138 | 134 | 129 | 138 |
Avg Bars in Winners | 71 | 66 | 76 | 71 | 66 | 76 |
Avg Bars in Losers | 276 | 287 | 267 | 276 | 287 | 267 |
Bars Traded | 24576 | 11803 | 12773 | 24576 | 11803 | 12773 |
Profit Streak | 1.9572 | 0 | 7.9572 | 1.9572 | 0 | 7.9572 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 228732 | 246414 | -126532 | -2109 | 326206 | -579274 |
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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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