Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290118.3275 | 276784.7925 | 13333.535 | 871699.0389 | 729781.6511 | 141917.3878 |
Total P&L (%) | 290.1183 | 276.7848 | 13.3335 | 871.699 | 729.7817 | 141.9174 |
Avg Daily Profit (%) | 0.4908 | 0.4683 | 0.0226 | 0.3854 | 0.3586 | 0.1496 |
Buy And Hold Return (%) | 375.3882 | 375.3882 | 375.3882 | 375.3882 | 375.3882 | 375.3882 |
Max Trade Drawdown | -37529 | -38093 | -13505 | -403856 | -379492 | -32300 |
Profit Factor | 3.0108 | 3.4192 | 1.4464 | 2.2128 | 2.1746 | 2.4567 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Losing Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Profitability (%) | 63.1579 | 72.3404 | 54.1667 | 63.1579 | 72.3404 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.7563 | 1.3073 | 1.2239 | 1.2908 | 0.8315 | 2.0788 |
Largest Winning Trade | 65662 | 65662 | 10754 | 372593 | 372593 | 130695 |
Largest Losing Trade | -29120 | -29120 | -10354 | -367957 | -367957 | -24363 |
Avg Bars in Trades | 134 | 268 | 3 | 134 | 268 | 3 |
Avg Bars in Winners | 75 | 130 | 2 | 75 | 130 | 2 |
Avg Bars in Losers | 236 | 628 | 4 | 236 | 628 | 4 |
Bars Traded | 12766 | 12614 | 153 | 12766 | 12614 | 153 |
Profit Streak | 495.8497 | 496.1414 | 495.8497 | 495.8497 | 496.1414 | 495.8497 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147346 | -146844 | -326383 | 379962 | 254978 | -153329 |
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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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