Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183733.5774 | 121255.464 | 62478.1134 | 370699.0407 | 287301.2397 | 83397.801 |
Total P&L (%) | 183.7336 | 121.2555 | 62.4781 | 370.699 | 287.3012 | 83.3978 |
Avg Daily Profit (%) | 0.7055 | 0.4656 | 0.2399 | 0.5966 | 0.5213 | 0.2332 |
Buy And Hold Return (%) | 20.5455 | 20.5455 | 20.5455 | 20.5455 | 20.5455 | 20.5455 |
Max Trade Drawdown | -43407 | -33124 | -33502 | -172788 | -53630 | -177746 |
Profit Factor | 1.9101 | 2.5115 | 1.5136 | 1.6621 | 2.5789 | 1.2207 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 71.1268 | 70.4225 | 71.831 | 71.1268 | 70.4225 | 71.831 |
Ratio Avg Win / Avg Loss | 0.7754 | 1.0548 | 0.5936 | 0.6747 | 1.0832 | 0.4787 |
Largest Winning Trade | 15404 | 15404 | 11834 | 44491 | 30598 | 44491 |
Largest Losing Trade | -31574 | -22732 | -31574 | -170520 | -53583 | -170520 |
Avg Bars in Trades | 169 | 166 | 171 | 169 | 166 | 171 |
Avg Bars in Winners | 103 | 96 | 109 | 103 | 96 | 109 |
Avg Bars in Losers | 332 | 335 | 329 | 332 | 335 | 329 |
Bars Traded | 24050 | 11848 | 12202 | 24050 | 11848 | 12202 |
Profit Streak | 14.1312 | 25.0374 | 14.1312 | 14.1312 | 25.0374 | 14.1312 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 580904 | -71009 | -79140 | 530151 | -69671 | -80083 |
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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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