Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338559.8578 | 307126.0226 | 31433.8353 | 142251.272 | 126711.4707 | 15539.8013 |
Total P&L (%) | 338.5599 | 307.126 | 31.4338 | 142.2513 | 126.7115 | 15.5398 |
Avg Daily Profit (%) | 0.1585 | 0.1438 | 0.0147 | 0.0414 | 0.0383 | 0.0068 |
Buy And Hold Return (%) | 55.9165 | 55.9165 | 55.9165 | 55.9165 | 55.9165 | 55.9165 |
Max Trade Drawdown | -171624 | -102962 | -153711 | -117038 | -74611 | -94649 |
Profit Factor | 1.4707 | 1.7892 | 1.0952 | 1.3681 | 1.6232 | 1.0849 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 57.1429 | 51.9481 | 62.3377 | 57.1429 | 51.9481 | 62.3377 |
Ratio Avg Win / Avg Loss | 1.1031 | 1.655 | 0.6617 | 1.0261 | 1.5015 | 0.6554 |
Largest Winning Trade | 104407 | 104407 | 33069 | 48303 | 37467 | 48303 |
Largest Losing Trade | -53725 | -50337 | -53725 | -62167 | -62167 | -56960 |
Avg Bars in Trades | 26 | 30 | 22 | 26 | 30 | 22 |
Avg Bars in Winners | 27 | 31 | 23 | 27 | 31 | 23 |
Avg Bars in Losers | 26 | 29 | 22 | 26 | 29 | 22 |
Bars Traded | 4127 | 2367 | 1760 | 4127 | 2367 | 1760 |
Profit Streak | 45.9475 | 45.9475 | 59.4475 | 45.9475 | 45.9475 | 59.4475 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402950 | -39851 | -495210 | -137150 | -184893 | -517219 |
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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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