Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119374.2083 | 84668.197 | 34706.0113 | 139432.6147 | 122872.5863 | 16560.0284 |
Total P&L (%) | 119.3742 | 84.6682 | 34.706 | 139.4326 | 122.8726 | 16.56 |
Avg Daily Profit (%) | 0.4584 | 0.3251 | 0.1333 | 0.3358 | 0.3082 | 0.0589 |
Buy And Hold Return (%) | 24.2649 | 24.2649 | 24.2649 | 24.2649 | 24.2649 | 24.2649 |
Max Trade Drawdown | -46956 | -27385 | -44728 | -79358 | -35154 | -80892 |
Profit Factor | 1.4076 | 1.6954 | 1.2028 | 1.2909 | 1.6376 | 1.0578 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Losing Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Profitability (%) | 61.1429 | 62.069 | 60.2273 | 61.1429 | 62.069 | 60.2273 |
Ratio Avg Win / Avg Loss | 0.8945 | 1.036 | 0.7943 | 0.8204 | 1.0008 | 0.6985 |
Largest Winning Trade | 19176 | 19176 | 17123 | 25827 | 25827 | 17450 |
Largest Losing Trade | -32151 | -11470 | -32151 | -79358 | -15807 | -79358 |
Avg Bars in Trades | 140 | 134 | 147 | 140 | 134 | 147 |
Avg Bars in Winners | 106 | 95 | 116 | 106 | 95 | 116 |
Avg Bars in Losers | 195 | 198 | 192 | 195 | 198 | 192 |
Bars Traded | 24654 | 11715 | 12939 | 24654 | 11715 | 12939 |
Profit Streak | 11.1367 | 12.4387 | 11.1367 | 11.1367 | 12.4387 | 11.1367 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364089 | 351026 | -48062 | 321184 | 391687 | -437622 |
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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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