Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175586.5613 | 173922.2991 | 1664.2622 | 29807.3674 | -4503.194 | 34310.5613 |
Total P&L (%) | 175.5866 | 173.9223 | 1.6643 | 29.8074 | -4.5032 | 34.3106 |
Avg Daily Profit (%) | 0.3371 | 0.3339 | 0.0032 | 0.0501 | -0.0088 | 0.0567 |
Buy And Hold Return (%) | 26.3258 | 26.3258 | 26.3258 | 26.3258 | 26.3258 | 26.3258 |
Max Trade Drawdown | -116700 | -82385 | -75712 | -199110 | -143826 | -96494 |
Profit Factor | 1.2802 | 1.5688 | 1.0052 | 1.0413 | 0.9879 | 1.0985 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 101 | 46 | 55 | 101 | 46 | 55 |
Losing Trades | 117 | 63 | 54 | 117 | 63 | 54 |
Profitability (%) | 46.3303 | 42.2018 | 50.4587 | 46.3303 | 42.2018 | 50.4587 |
Ratio Avg Win / Avg Loss | 1.483 | 2.1486 | 0.9869 | 1.2062 | 1.3531 | 1.0785 |
Largest Winning Trade | 141951 | 141951 | 36917 | 70715 | 70715 | 63998 |
Largest Losing Trade | -23603 | -18867 | -23603 | -35478 | -35478 | -30691 |
Avg Bars in Trades | 113 | 102 | 125 | 113 | 102 | 125 |
Avg Bars in Winners | 153 | 137 | 166 | 153 | 137 | 166 |
Avg Bars in Losers | 79 | 76 | 83 | 79 | 76 | 83 |
Bars Traded | 24821 | 11156 | 13665 | 24821 | 11156 | 13665 |
Profit Streak | 0 | 17.4213 | 0 | 0 | 17.4213 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 276512 | 307550 | -571586 | -426602 | -581909 | -301622 |
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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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