Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185880.3544 | 123132.31 | 62748.0444 | 326629.3664 | 255935.6846 | 70693.6818 |
Total P&L (%) | 185.8804 | 123.1323 | 62.748 | 326.6294 | 255.9357 | 70.6937 |
Avg Daily Profit (%) | 0.7138 | 0.4728 | 0.2409 | 0.5586 | 0.4887 | 0.2055 |
Buy And Hold Return (%) | 22.1788 | 22.1788 | 22.1788 | 22.1788 | 22.1788 | 22.1788 |
Max Trade Drawdown | -33301 | -33672 | -20825 | -104196 | -59378 | -90731 |
Profit Factor | 1.6941 | 1.8627 | 1.5016 | 1.4005 | 1.6241 | 1.1744 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 99 | 53 | 46 | 99 | 53 | 46 |
Profitability (%) | 46.1957 | 42.3913 | 50 | 46.1957 | 42.3913 | 50 |
Ratio Avg Win / Avg Loss | 1.9731 | 2.5314 | 1.5016 | 1.6312 | 2.2071 | 1.1744 |
Largest Winning Trade | 53425 | 53425 | 26104 | 90912 | 90912 | 50838 |
Largest Losing Trade | -11155 | -9515 | -11155 | -33073 | -33073 | -33038 |
Avg Bars in Trades | 133 | 131 | 135 | 133 | 131 | 135 |
Avg Bars in Winners | 196 | 221 | 174 | 196 | 221 | 174 |
Avg Bars in Losers | 80 | 65 | 97 | 80 | 65 | 97 |
Bars Traded | 24628 | 12119 | 12508 | 24628 | 12119 | 12508 |
Profit Streak | 7.2793 | 23.3418 | 7.2793 | 7.2793 | 23.3418 | 7.2793 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520474 | 338702 | 220049 | 422317 | 361770 | -25040 |
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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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