Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265490.2926 | 231460.2633 | 34030.0293 | 273425.427 | 450244.5041 | -176819.0772 |
Total P&L (%) | 265.4903 | 231.4603 | 34.03 | 273.4254 | 450.2445 | -176.8191 |
Avg Daily Profit (%) | 0.2549 | 0.2222 | 0.0327 | 0.1266 | 0.1638 | 0 |
Buy And Hold Return (%) | 65.9178 | 65.9178 | 65.9178 | 65.9178 | 65.9178 | 65.9178 |
Max Trade Drawdown | -145909 | -102520 | -82503 | -1298602 | -758753 | -978534 |
Profit Factor | 1.4684 | 1.7559 | 1.1306 | 1.0618 | 1.1949 | 0.9163 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Losing Trades | 124 | 63 | 61 | 124 | 63 | 61 |
Profitability (%) | 46.087 | 45.2174 | 46.9565 | 46.087 | 45.2174 | 46.9565 |
Ratio Avg Win / Avg Loss | 1.7177 | 2.1274 | 1.2771 | 1.2421 | 1.4477 | 1.0351 |
Largest Winning Trade | 113549 | 113549 | 22954 | 385455 | 385455 | 288131 |
Largest Losing Trade | -29581 | -21503 | -29581 | -394826 | -171597 | -394826 |
Avg Bars in Trades | 106 | 110 | 102 | 106 | 110 | 102 |
Avg Bars in Winners | 145 | 147 | 143 | 145 | 147 | 143 |
Avg Bars in Losers | 73 | 79 | 67 | 73 | 79 | 67 |
Bars Traded | 24513 | 12670 | 11843 | 24513 | 12670 | 11843 |
Profit Streak | 11.3657 | 0 | 16.9074 | 11.3657 | 0 | 16.9074 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303571 | 229503 | -392795 | -178355 | -1044 | -579971 |
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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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