Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117407.7944 | 88880.9714 | 28526.8231 | 196172.7824 | 132807.7134 | 63365.0691 |
Total P&L (%) | 117.4078 | 88.881 | 28.5268 | 196.1728 | 132.8077 | 63.3651 |
Avg Daily Profit (%) | 6.7631 | 5.1199 | 1.6433 | 6.4542 | 4.9882 | 2.8676 |
Buy And Hold Return (%) | 67.5196 | 67.5196 | 67.5196 | 67.5196 | 67.5196 | 67.5196 |
Max Trade Drawdown | -16731 | -19384 | -5394 | -39444 | -44647 | -8996 |
Profit Factor | 2.5754 | 2.5969 | 2.512 | 2.288 | 2.1104 | 2.937 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Losing Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Profitability (%) | 59.6026 | 64 | 55.2632 | 59.6026 | 64 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.7455 | 1.4607 | 2.0335 | 1.5507 | 1.1871 | 2.3776 |
Largest Winning Trade | 22313 | 22313 | 6567 | 35850 | 35850 | 12308 |
Largest Losing Trade | -10344 | -10344 | -2380 | -24035 | -24035 | -6955 |
Avg Bars in Trades | 161 | 249 | 74 | 161 | 249 | 74 |
Avg Bars in Winners | 136 | 200 | 63 | 136 | 200 | 63 |
Avg Bars in Losers | 197 | 336 | 87 | 197 | 336 | 87 |
Bars Traded | 24374 | 18713 | 5661 | 24374 | 18713 | 5661 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420368 | -105015 | -197895 | 596043 | -45712 | -196290 |
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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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