Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128573.2804 | 92759.3567 | 35813.9237 | 176108.088 | 131154.5258 | 44953.5621 |
Total P&L (%) | 128.5733 | 92.7594 | 35.8139 | 176.1081 | 131.1545 | 44.9536 |
Avg Daily Profit (%) | 0.2469 | 0.1781 | 0.0688 | 0.1952 | 0.161 | 0.0713 |
Buy And Hold Return (%) | 17.7913 | 17.7913 | 17.7913 | 17.7913 | 17.7913 | 17.7913 |
Max Trade Drawdown | -55573 | -49120 | -17728 | -72192 | -80656 | -30623 |
Profit Factor | 1.4752 | 1.571 | 1.3313 | 1.4937 | 1.6323 | 1.3011 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 129 | 68 | 61 | 129 | 68 | 61 |
Losing Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Profitability (%) | 68.984 | 73.1183 | 64.8936 | 68.984 | 73.1183 | 64.8936 |
Ratio Avg Win / Avg Loss | 0.6633 | 0.5776 | 0.7202 | 0.6716 | 0.6001 | 0.7039 |
Largest Winning Trade | 17605 | 17605 | 7919 | 19746 | 19746 | 10098 |
Largest Losing Trade | -25480 | -25480 | -13543 | -47107 | -47107 | -18966 |
Avg Bars in Trades | 129 | 196 | 62 | 129 | 196 | 62 |
Avg Bars in Winners | 64 | 89 | 35 | 64 | 89 | 35 |
Avg Bars in Losers | 273 | 485 | 113 | 273 | 485 | 113 |
Bars Traded | 24161 | 18251 | 5910 | 24161 | 18251 | 5910 |
Profit Streak | 12.6127 | 12.6127 | 19.2793 | 12.6127 | 12.6127 | 19.2793 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428008 | 335900 | -106507 | 416163 | 382131 | -100033 |
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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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