Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233159.1391 | 203389.2068 | 29769.9322 | 224386.1277 | 159948.02 | 64438.1078 |
Total P&L (%) | 233.1591 | 203.3892 | 29.7699 | 224.3861 | 159.948 | 64.4381 |
Avg Daily Profit (%) | 0.2238 | 0.1953 | 0.0286 | 0.113 | 0.0918 | 0.0478 |
Buy And Hold Return (%) | 67.3141 | 67.3141 | 67.3141 | 67.3141 | 67.3141 | 67.3141 |
Max Trade Drawdown | -89761 | -81299 | -34988 | -299636 | -273757 | -75271 |
Profit Factor | 1.581 | 1.7093 | 1.2599 | 1.2018 | 1.1944 | 1.2231 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 54.8673 | 55.3571 | 54.386 | 54.8673 | 55.3571 | 54.386 |
Ratio Avg Win / Avg Loss | 1.3005 | 1.3784 | 1.0567 | 0.9886 | 0.9632 | 1.0258 |
Largest Winning Trade | 76021 | 76021 | 10592 | 114258 | 114258 | 25795 |
Largest Losing Trade | -50840 | -50840 | -12119 | -187740 | -187740 | -50851 |
Avg Bars in Trades | 210 | 388 | 34 | 210 | 388 | 34 |
Avg Bars in Winners | 129 | 217 | 41 | 129 | 217 | 41 |
Avg Bars in Losers | 307 | 601 | 25 | 307 | 601 | 25 |
Bars Traded | 23736 | 21765 | 1971 | 23736 | 21765 | 1971 |
Profit Streak | 29.1411 | 0 | 49.6827 | 29.1411 | 0 | 49.6827 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302342 | -172744 | -499136 | -45621 | -262602 | -473789 |
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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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