Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130326.8123 | 87764.332 | 42562.4803 | 168009.9238 | 143167.1971 | 24842.7267 |
Total P&L (%) | 130.3268 | 87.7643 | 42.5625 | 168.0099 | 143.1672 | 24.8427 |
Avg Daily Profit (%) | 0.5004 | 0.337 | 0.1634 | 0.3793 | 0.3418 | 0.0852 |
Buy And Hold Return (%) | 20.2569 | 20.2569 | 20.2569 | 20.2569 | 20.2569 | 20.2569 |
Max Trade Drawdown | -38397 | -36698 | -35793 | -111279 | -49374 | -111279 |
Profit Factor | 1.4243 | 1.6249 | 1.2553 | 1.2957 | 1.6214 | 1.0736 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 124 | 63 | 61 | 124 | 63 | 61 |
Losing Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Profitability (%) | 64.5833 | 65.625 | 63.5417 | 64.5833 | 65.625 | 63.5417 |
Ratio Avg Win / Avg Loss | 0.7811 | 0.8511 | 0.7203 | 0.7106 | 0.8493 | 0.616 |
Largest Winning Trade | 12860 | 12860 | 10067 | 27506 | 13838 | 27506 |
Largest Losing Trade | -35793 | -17678 | -35793 | -111279 | -46416 | -111279 |
Avg Bars in Trades | 127 | 122 | 131 | 127 | 122 | 131 |
Avg Bars in Winners | 85 | 75 | 95 | 85 | 75 | 95 |
Avg Bars in Losers | 203 | 213 | 195 | 203 | 213 | 195 |
Bars Traded | 24437 | 11786 | 12651 | 24437 | 11786 | 12651 |
Profit Streak | 4.6379 | 4.6379 | 13.4504 | 4.6379 | 4.6379 | 13.4504 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425342 | 310158 | 31102 | 373365 | 380747 | -314155 |
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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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