Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74511.9746 | 56660.5271 | 17851.4475 | 62208.904 | 58840.4088 | 3368.4953 |
Total P&L (%) | 74.512 | 56.6605 | 17.8514 | 62.2089 | 58.8404 | 3.3685 |
Avg Daily Profit (%) | 0.2861 | 0.2176 | 0.0685 | 0.1859 | 0.1778 | 0.0127 |
Buy And Hold Return (%) | 11.5757 | 11.5757 | 11.5757 | 11.5757 | 11.5757 | 11.5757 |
Max Trade Drawdown | -54681 | -20545 | -59934 | -121842 | -46828 | -121936 |
Profit Factor | 1.3085 | 1.5215 | 1.1343 | 1.1319 | 1.269 | 1.0133 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 92 | 42 | 50 | 92 | 42 | 50 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 69.1729 | 63.6364 | 74.6269 | 69.1729 | 63.6364 | 74.6269 |
Ratio Avg Win / Avg Loss | 0.5831 | 0.8694 | 0.3857 | 0.5044 | 0.7251 | 0.3445 |
Largest Winning Trade | 17448 | 17448 | 7927 | 18202 | 18202 | 14942 |
Largest Losing Trade | -30397 | -18351 | -30397 | -54575 | -40461 | -54575 |
Avg Bars in Trades | 181 | 187 | 176 | 181 | 187 | 176 |
Avg Bars in Winners | 121 | 114 | 128 | 121 | 114 | 128 |
Avg Bars in Losers | 316 | 315 | 316 | 316 | 315 | 316 |
Bars Traded | 24172 | 12371 | 11801 | 24172 | 12371 | 11801 |
Profit Streak | 7.551 | 0 | 11.3322 | 7.551 | 0 | 11.3322 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308573 | -117692 | -300049 | -68580 | -119426 | -663413 |
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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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