Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374041.3685 | 303691.2154 | 70350.153 | 720974.8383 | 739224.151 | -18249.3126 |
Total P&L (%) | 374.0414 | 303.6912 | 70.3502 | 720.9748 | 739.2242 | -18.2493 |
Avg Daily Profit (%) | 0.1795 | 0.1458 | 0.0338 | 0.1011 | 0.1022 | -0.0097 |
Buy And Hold Return (%) | 27.7167 | 27.7167 | 27.7167 | 27.7167 | 27.7167 | 27.7167 |
Max Trade Drawdown | -100293 | -102541 | -54146 | -432805 | -336695 | -160585 |
Profit Factor | 1.8915 | 2.222 | 1.4113 | 1.4199 | 1.7111 | 0.9731 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 53.4884 | 46.875 | 60 | 53.4884 | 46.875 | 60 |
Ratio Avg Win / Avg Loss | 1.6448 | 2.5182 | 0.9409 | 1.2347 | 1.9392 | 0.6487 |
Largest Winning Trade | 110795 | 110795 | 33383 | 442482 | 442482 | 87493 |
Largest Losing Trade | -31369 | -27508 | -31369 | -209843 | -209843 | -110841 |
Avg Bars in Trades | 187 | 276 | 99 | 187 | 276 | 99 |
Avg Bars in Winners | 229 | 375 | 117 | 229 | 375 | 117 |
Avg Bars in Losers | 139 | 189 | 73 | 139 | 189 | 73 |
Bars Traded | 24189 | 17709 | 6480 | 24189 | 17709 | 6480 |
Profit Streak | 0 | 187.0363 | 0 | 0 | 187.0363 | 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 | 425921 | -133637 | -282590 | -55969 | -192352 | -711162 |
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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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