Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156423.2897 | 111016.185 | 45407.1047 | 220461.5955 | 197385.1797 | 23076.4158 |
Total P&L (%) | 156.4233 | 111.0162 | 45.4071 | 220.4616 | 197.3852 | 23.0764 |
Avg Daily Profit (%) | 0.3003 | 0.2132 | 0.0872 | 0.2239 | 0.2095 | 0.0399 |
Buy And Hold Return (%) | 25.0365 | 25.0365 | 25.0365 | 25.0365 | 25.0365 | 25.0365 |
Max Trade Drawdown | -72920 | -44869 | -47354 | -61905 | -37517 | -79740 |
Profit Factor | 1.3599 | 1.4939 | 1.2164 | 1.3295 | 1.6378 | 1.0642 |
Total Trades | 295 | 148 | 147 | 295 | 148 | 147 |
Winning Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Losing Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Profitability (%) | 63.7288 | 63.5135 | 63.9456 | 63.7288 | 63.5135 | 63.9456 |
Ratio Avg Win / Avg Loss | 0.774 | 0.8582 | 0.6858 | 0.7567 | 0.9408 | 0.6 |
Largest Winning Trade | 25254 | 25254 | 10575 | 36751 | 36751 | 15752 |
Largest Losing Trade | -26969 | -26969 | -16166 | -35664 | -35664 | -33141 |
Avg Bars in Trades | 83 | 83 | 84 | 83 | 83 | 84 |
Avg Bars in Winners | 56 | 54 | 58 | 56 | 54 | 58 |
Avg Bars in Losers | 131 | 133 | 130 | 131 | 133 | 130 |
Bars Traded | 24744 | 12369 | 12375 | 24744 | 12369 | 12375 |
Profit Streak | 1.6798 | 8.9298 | 0 | 1.6798 | 8.9298 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 257593 | 274927 | -85714 | 245420 | 365860 | -455949 |
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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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