Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321746.2117 | 297812.8959 | 23933.3158 | 195382.5635 | 161233.1836 | 34149.3799 |
Total P&L (%) | 321.7462 | 297.8129 | 23.9333 | 195.3826 | 161.2332 | 34.1494 |
Avg Daily Profit (%) | 0.1882 | 0.1742 | 0.014 | 0.0634 | 0.0562 | 0.0172 |
Buy And Hold Return (%) | 109.5936 | 109.5936 | 109.5936 | 109.5936 | 109.5936 | 109.5936 |
Max Trade Drawdown | -100405 | -85145 | -15260 | -370873 | -328650 | -45472 |
Profit Factor | 1.8562 | 1.9259 | 1.4422 | 1.2173 | 1.201 | 1.3524 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 55.7895 | 48.9362 | 62.5 | 55.7895 | 48.9362 | 62.5 |
Ratio Avg Win / Avg Loss | 1.471 | 2.0096 | 0.8653 | 0.9647 | 1.2532 | 0.8115 |
Largest Winning Trade | 104479 | 104479 | 7615 | 216702 | 216702 | 15167 |
Largest Losing Trade | -66250 | -66250 | -11207 | -244853 | -244853 | -26963 |
Avg Bars in Trades | 213 | 420 | 10 | 213 | 420 | 10 |
Avg Bars in Winners | 122 | 266 | 11 | 122 | 266 | 11 |
Avg Bars in Losers | 327 | 567 | 7 | 327 | 567 | 7 |
Bars Traded | 20250 | 19753 | 497 | 20250 | 19753 | 497 |
Profit Streak | 18.0266 | 18.0266 | 73.6099 | 18.0266 | 18.0266 | 73.6099 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336369 | 303456 | -337220 | -116147 | -136862 | -333519 |
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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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