Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298625.6244 | 243443.5994 | 55182.025 | 607214.9219 | 393431.2345 | 213783.6875 |
Total P&L (%) | 298.6256 | 243.4436 | 55.182 | 607.2149 | 393.4312 | 213.7837 |
Avg Daily Profit (%) | 0.1657 | 0.1351 | 0.0306 | 0.1086 | 0.0886 | 0.0635 |
Buy And Hold Return (%) | 76.1912 | 76.1912 | 76.1912 | 76.1912 | 76.1912 | 76.1912 |
Max Trade Drawdown | -75382 | -75272 | -27105 | -697804 | -686328 | -159625 |
Profit Factor | 1.7208 | 1.9113 | 1.3749 | 1.3125 | 1.2818 | 1.3908 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 65.0685 | 67.1233 | 63.0137 | 65.0685 | 67.1233 | 63.0137 |
Ratio Avg Win / Avg Loss | 0.9238 | 0.9361 | 0.807 | 0.7046 | 0.6278 | 0.8163 |
Largest Winning Trade | 54498 | 54498 | 20926 | 179488 | 179488 | 89468 |
Largest Losing Trade | -46212 | -46212 | -17857 | -482633 | -482633 | -131011 |
Avg Bars in Trades | 72 | 130 | 13 | 72 | 130 | 13 |
Avg Bars in Winners | 48 | 80 | 13 | 48 | 80 | 13 |
Avg Bars in Losers | 116 | 232 | 14 | 116 | 232 | 14 |
Bars Traded | 10567 | 9548 | 1019 | 10567 | 9548 | 1019 |
Profit Streak | 600.8322 | 0 | 698.1655 | 600.8322 | 0 | 698.1655 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303858 | -84257 | -387254 | -46181 | -147047 | -180862 |
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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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