Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239173.5764 | 181189.4026 | 57984.1737 | 423971.8669 | 315015.7619 | 108956.105 |
Total P&L (%) | 239.1736 | 181.1894 | 57.9842 | 423.9719 | 315.0158 | 108.9561 |
Avg Daily Profit (%) | 0.2296 | 0.1739 | 0.0557 | 0.1591 | 0.1367 | 0.0708 |
Buy And Hold Return (%) | 11.1917 | 11.1917 | 11.1917 | 11.1917 | 11.1917 | 11.1917 |
Max Trade Drawdown | -53199 | -24357 | -56243 | -180023 | -100279 | -111592 |
Profit Factor | 1.8024 | 2.7969 | 1.294 | 1.4906 | 2.0155 | 1.1967 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Losing Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Profitability (%) | 41.9355 | 46.8085 | 36.9565 | 41.9355 | 46.8085 | 36.9565 |
Ratio Avg Win / Avg Loss | 2.4957 | 3.1783 | 2.2074 | 2.064 | 2.2903 | 2.0414 |
Largest Winning Trade | 49117 | 45567 | 49117 | 190994 | 137286 | 190994 |
Largest Losing Trade | -24048 | -16769 | -24048 | -84970 | -60967 | -84970 |
Avg Bars in Trades | 254 | 96 | 415 | 254 | 96 | 415 |
Avg Bars in Winners | 484 | 164 | 899 | 484 | 164 | 899 |
Avg Bars in Losers | 88 | 36 | 132 | 88 | 36 | 132 |
Bars Traded | 23660 | 4526 | 19134 | 23660 | 4526 | 19134 |
Profit Streak | 7.9401 | 7.9401 | 8.5651 | 7.9401 | 7.9401 | 8.5651 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343368 | 441058 | -122968 | 283559 | -7174 | -105808 |
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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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