Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359297.1381 | 310164.3512 | 49132.7869 | 371546.2549 | 250069.423 | 121476.8318 |
Total P&L (%) | 359.2971 | 310.1644 | 49.1328 | 371.5463 | 250.0694 | 121.4768 |
Avg Daily Profit (%) | 0.1725 | 0.1489 | 0.0236 | 0.0745 | 0.0602 | 0.0382 |
Buy And Hold Return (%) | 91.6324 | 91.6324 | 91.6324 | 91.6324 | 91.6324 | 91.6324 |
Max Trade Drawdown | -110093 | -99788 | -21157 | -587624 | -565818 | -81136 |
Profit Factor | 1.6852 | 1.7203 | 1.5238 | 1.1997 | 1.1566 | 1.4607 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Losing Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Profitability (%) | 68.3871 | 72.7273 | 64.1026 | 68.3871 | 72.7273 | 64.1026 |
Ratio Avg Win / Avg Loss | 0.779 | 0.6451 | 0.8533 | 0.5546 | 0.4337 | 0.818 |
Largest Winning Trade | 66243 | 66243 | 8132 | 230015 | 230015 | 30969 |
Largest Losing Trade | -58961 | -58961 | -17926 | -418265 | -418265 | -77928 |
Avg Bars in Trades | 155 | 303 | 10 | 155 | 303 | 10 |
Avg Bars in Winners | 80 | 145 | 7 | 80 | 145 | 7 |
Avg Bars in Losers | 319 | 725 | 15 | 319 | 725 | 15 |
Bars Traded | 24157 | 23361 | 796 | 24157 | 23361 | 796 |
Profit Streak | 76.8531 | 85.4364 | 76.8531 | 76.8531 | 85.4364 | 76.8531 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367902 | -33834 | -358045 | -93417 | -203128 | -237640 |
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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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