Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90962.7543 | 75084.983 | 15877.7713 | 77455.7247 | 40628.7045 | 36827.0201 |
Total P&L (%) | 90.9628 | 75.085 | 15.8778 | 77.4557 | 40.6287 | 36.827 |
Avg Daily Profit (%) | 1.7466 | 1.4417 | 0.3049 | 1.1074 | 0.6568 | 0.6039 |
Buy And Hold Return (%) | 29.5613 | 29.5613 | 29.5613 | 29.5613 | 29.5613 | 29.5613 |
Max Trade Drawdown | -72243 | -46230 | -27896 | -148333 | -94555 | -57326 |
Profit Factor | 1.3601 | 1.555 | 1.1354 | 1.1639 | 1.1543 | 1.1761 |
Total Trades | 305 | 152 | 153 | 305 | 152 | 153 |
Winning Trades | 122 | 55 | 67 | 122 | 55 | 67 |
Losing Trades | 183 | 97 | 86 | 183 | 97 | 86 |
Profitability (%) | 40 | 36.1842 | 43.7909 | 40 | 36.1842 | 43.7909 |
Ratio Avg Win / Avg Loss | 2.0401 | 2.7424 | 1.4573 | 1.7459 | 2.0358 | 1.5096 |
Largest Winning Trade | 55314 | 55314 | 23435 | 62395 | 62395 | 44745 |
Largest Losing Trade | -11794 | -11794 | -9817 | -31721 | -31721 | -23570 |
Avg Bars in Trades | 81 | 74 | 87 | 81 | 74 | 87 |
Avg Bars in Winners | 93 | 84 | 100 | 93 | 84 | 100 |
Avg Bars in Losers | 72 | 68 | 77 | 72 | 68 | 77 |
Bars Traded | 24709 | 11330 | 13379 | 24709 | 11330 | 13379 |
Profit Streak | 13.7095 | 13.9929 | 13.7095 | 13.7095 | 13.9929 | 13.7095 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317419 | 214102 | -232525 | -32799 | -94062 | -107614 |
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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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