Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118537.9975 | 112451.8056 | 6086.1919 | 75259.0609 | 116930.673 | -41671.6121 |
Total P&L (%) | 118.538 | 112.4518 | 6.0862 | 75.2591 | 116.9307 | -41.6716 |
Avg Daily Profit (%) | 0.4552 | 0.4318 | 0.0234 | 0.2157 | 0.2978 | -0.2068 |
Buy And Hold Return (%) | 35.9962 | 35.9962 | 35.9962 | 35.9962 | 35.9962 | 35.9962 |
Max Trade Drawdown | -78168 | -33892 | -84812 | -121861 | -33733 | -125969 |
Profit Factor | 1.2812 | 1.6285 | 1.0251 | 1.147 | 1.5679 | 0.8639 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Losing Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Profitability (%) | 49.0291 | 49.5146 | 48.5437 | 49.0291 | 49.5146 | 48.5437 |
Ratio Avg Win / Avg Loss | 1.3319 | 1.6604 | 1.0866 | 1.1924 | 1.5987 | 0.9157 |
Largest Winning Trade | 49141 | 44354 | 49141 | 53850 | 53850 | 40003 |
Largest Losing Trade | -31969 | -10237 | -31969 | -61391 | -14901 | -61391 |
Avg Bars in Trades | 119 | 112 | 127 | 119 | 112 | 127 |
Avg Bars in Winners | 135 | 124 | 147 | 135 | 124 | 147 |
Avg Bars in Losers | 104 | 101 | 107 | 104 | 101 | 107 |
Bars Traded | 24697 | 11608 | 13089 | 24697 | 11608 | 13089 |
Profit Streak | 4.8505 | 11.4338 | 4.8505 | 4.8505 | 11.4338 | 4.8505 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 277073 | 338186 | -522027 | -56620 | 291904 | -582443 |
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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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