Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160973.1809 | 110301.2754 | 50671.9055 | 218586.9182 | 244969.6988 | -26382.7806 |
Total P&L (%) | 160.9732 | 110.3013 | 50.6719 | 218.5869 | 244.9697 | -26.3828 |
Avg Daily Profit (%) | 0.6181 | 0.4236 | 0.1946 | 0.4459 | 0.4766 | -0.1175 |
Buy And Hold Return (%) | 16.4593 | 16.4593 | 16.4593 | 16.4593 | 16.4593 | 16.4593 |
Max Trade Drawdown | -53657 | -23698 | -42731 | -293644 | -91441 | -249552 |
Profit Factor | 1.4711 | 1.7185 | 1.2692 | 1.1934 | 1.5501 | 0.9615 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 114 | 59 | 55 | 114 | 59 | 55 |
Losing Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Profitability (%) | 65.1429 | 67.8161 | 62.5 | 65.1429 | 67.8161 | 62.5 |
Ratio Avg Win / Avg Loss | 0.7871 | 0.8156 | 0.7615 | 0.6386 | 0.7356 | 0.5769 |
Largest Winning Trade | 19558 | 15618 | 19558 | 60123 | 36204 | 60123 |
Largest Losing Trade | -37468 | -20209 | -37468 | -225125 | -82097 | -225125 |
Avg Bars in Trades | 139 | 136 | 143 | 139 | 136 | 143 |
Avg Bars in Winners | 97 | 93 | 100 | 97 | 93 | 100 |
Avg Bars in Losers | 219 | 224 | 215 | 219 | 224 | 215 |
Bars Traded | 24457 | 11837 | 12619 | 24457 | 11837 | 12619 |
Profit Streak | 2.6711 | 0 | 6.5148 | 2.6711 | 0 | 6.5148 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384656 | 384561 | 147974 | 12462 | 388848 | -579430 |
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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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