Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144320.4133 | 98276.7673 | 46043.6461 | 208647.8834 | 176018.3247 | 32629.5587 |
Total P&L (%) | 144.3204 | 98.2768 | 46.0436 | 208.6479 | 176.0183 | 32.6296 |
Avg Daily Profit (%) | 0.5542 | 0.3774 | 0.1768 | 0.4337 | 0.3906 | 0.1085 |
Buy And Hold Return (%) | 18.3277 | 18.3277 | 18.3277 | 18.3277 | 18.3277 | 18.3277 |
Max Trade Drawdown | -38626 | -21348 | -45026 | -119857 | -53787 | -119375 |
Profit Factor | 1.4617 | 1.6128 | 1.3025 | 1.2927 | 1.5113 | 1.0885 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 73.7968 | 74.1935 | 73.4043 | 73.7968 | 74.1935 | 73.4043 |
Ratio Avg Win / Avg Loss | 0.519 | 0.561 | 0.4719 | 0.459 | 0.5257 | 0.3944 |
Largest Winning Trade | 11972 | 10460 | 11972 | 21317 | 21317 | 19780 |
Largest Losing Trade | -33081 | -18517 | -33081 | -100996 | -53787 | -100996 |
Avg Bars in Trades | 128 | 148 | 107 | 128 | 148 | 107 |
Avg Bars in Winners | 73 | 84 | 63 | 73 | 84 | 63 |
Avg Bars in Losers | 281 | 334 | 230 | 281 | 334 | 230 |
Bars Traded | 23970 | 13846 | 10124 | 23970 | 13846 | 10124 |
Profit Streak | 9.0408 | 9.0408 | 12.4262 | 9.0408 | 9.0408 | 12.4262 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513759 | 385239 | 180257 | 439511 | 408230 | -178637 |
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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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