Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159992.8079 | 133565.0906 | 26427.7173 | 229086.3717 | 242665.5337 | -13579.162 |
Total P&L (%) | 159.9928 | 133.5651 | 26.4277 | 229.0864 | 242.6655 | -13.5792 |
Avg Daily Profit (%) | 0.6144 | 0.5129 | 0.1015 | 0.4584 | 0.474 | -0.056 |
Buy And Hold Return (%) | 26.089 | 26.089 | 26.089 | 26.089 | 26.089 | 26.089 |
Max Trade Drawdown | -32890 | -27363 | -36350 | -90330 | -53055 | -82920 |
Profit Factor | 1.4851 | 1.876 | 1.149 | 1.3053 | 1.7037 | 0.9665 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 90 | 38 | 52 | 90 | 38 | 52 |
Losing Trades | 140 | 77 | 63 | 140 | 77 | 63 |
Profitability (%) | 39.1304 | 33.0435 | 45.2174 | 39.1304 | 33.0435 | 45.2174 |
Ratio Avg Win / Avg Loss | 2.3101 | 3.8014 | 1.3921 | 2.0304 | 3.4523 | 1.171 |
Largest Winning Trade | 42331 | 42331 | 24026 | 81194 | 81194 | 34942 |
Largest Losing Trade | -16267 | -9641 | -16267 | -37319 | -17653 | -37319 |
Avg Bars in Trades | 107 | 103 | 110 | 107 | 103 | 110 |
Avg Bars in Winners | 188 | 198 | 180 | 188 | 198 | 180 |
Avg Bars in Losers | 55 | 56 | 53 | 55 | 56 | 53 |
Bars Traded | 24648 | 11911 | 12737 | 24648 | 11911 | 12737 |
Profit Streak | 4.5656 | 10.8156 | 0 | 4.5656 | 10.8156 | 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 | 316801 | 196558 | -279354 | 250085 | 217768 | -582615 |
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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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