Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275883.3031 | 184864.66 | 91018.6431 | 573060.8372 | 500334.032 | 72726.8052 |
Total P&L (%) | 275.8833 | 184.8647 | 91.0186 | 573.0608 | 500.334 | 72.7268 |
Avg Daily Profit (%) | 0.5297 | 0.3549 | 0.1748 | 0.3668 | 0.3447 | 0.105 |
Buy And Hold Return (%) | 24.5818 | 24.5818 | 24.5818 | 24.5818 | 24.5818 | 24.5818 |
Max Trade Drawdown | -40341 | -25782 | -37719 | -358912 | -194442 | -351073 |
Profit Factor | 1.8673 | 2.1669 | 1.5701 | 1.3558 | 1.6571 | 1.0857 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 43.3628 | 42.8571 | 43.8596 | 43.3628 | 42.8571 | 43.8596 |
Ratio Avg Win / Avg Loss | 2.439 | 2.8892 | 2.0097 | 1.7709 | 2.2095 | 1.3896 |
Largest Winning Trade | 78671 | 78671 | 42843 | 321162 | 321162 | 219024 |
Largest Losing Trade | -16250 | -14032 | -16250 | -126988 | -111897 | -126988 |
Avg Bars in Trades | 217 | 212 | 222 | 217 | 212 | 222 |
Avg Bars in Winners | 353 | 336 | 368 | 353 | 336 | 368 |
Avg Bars in Losers | 113 | 118 | 108 | 113 | 118 | 108 |
Bars Traded | 24559 | 11879 | 12680 | 24559 | 11879 | 12680 |
Profit Streak | 12.6338 | 0 | 17.4047 | 12.6338 | 0 | 17.4047 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422901 | -170334 | -174679 | 315474 | -170988 | -364715 |
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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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