Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262583.3724 | 198067.6685 | 64515.7039 | 418365.332 | 199823.7579 | 218541.574 |
Total P&L (%) | 262.5834 | 198.0677 | 64.5157 | 418.3653 | 199.8238 | 218.5416 |
Avg Daily Profit (%) | 0.1751 | 0.132 | 0.043 | 0.1098 | 0.0732 | 0.0773 |
Buy And Hold Return (%) | 80.0394 | 80.0394 | 80.0394 | 80.0394 | 80.0394 | 80.0394 |
Max Trade Drawdown | -50783 | -51866 | -61434 | -261569 | -266623 | -170498 |
Profit Factor | 1.5156 | 1.6338 | 1.3278 | 1.274 | 1.1946 | 1.4367 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 173 | 91 | 82 | 173 | 91 | 82 |
Losing Trades | 69 | 30 | 39 | 69 | 30 | 39 |
Profitability (%) | 71.1934 | 75.2066 | 67.2131 | 71.1934 | 75.2066 | 67.2131 |
Ratio Avg Win / Avg Loss | 0.6045 | 0.5386 | 0.6315 | 0.5081 | 0.3938 | 0.6833 |
Largest Winning Trade | 30447 | 30447 | 26392 | 108241 | 67622 | 108241 |
Largest Losing Trade | -49093 | -49093 | -30974 | -162348 | -162348 | -96684 |
Avg Bars in Trades | 72 | 114 | 30 | 72 | 114 | 30 |
Avg Bars in Winners | 42 | 67 | 15 | 42 | 67 | 15 |
Avg Bars in Losers | 147 | 257 | 63 | 147 | 257 | 63 |
Bars Traded | 17619 | 13845 | 3774 | 17619 | 13845 | 3774 |
Profit Streak | 607.9956 | 0 | 679.5789 | 607.9956 | 0 | 679.5789 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319789 | -16842 | -299317 | -44780 | -103531 | -90546 |
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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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