Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217246.9723 | 166857.8572 | 50389.1151 | 318594.5841 | 225516.9998 | 93077.5843 |
Total P&L (%) | 217.247 | 166.8579 | 50.3891 | 318.5946 | 225.517 | 93.0776 |
Avg Daily Profit (%) | 0.4171 | 0.3204 | 0.0967 | 0.2753 | 0.2269 | 0.1264 |
Buy And Hold Return (%) | 68.1138 | 68.1138 | 68.1138 | 68.1138 | 68.1138 | 68.1138 |
Max Trade Drawdown | -65396 | -72432 | -29405 | -178839 | -193450 | -55104 |
Profit Factor | 1.622 | 1.7004 | 1.4538 | 1.422 | 1.4315 | 1.4007 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 61.3636 | 60.6061 | 62.1212 | 61.3636 | 60.6061 | 62.1212 |
Ratio Avg Win / Avg Loss | 1.0213 | 1.1053 | 0.8865 | 0.8953 | 0.9305 | 0.8541 |
Largest Winning Trade | 72858 | 72858 | 11312 | 115523 | 115523 | 33842 |
Largest Losing Trade | -34220 | -34220 | -14204 | -72560 | -72560 | -32201 |
Avg Bars in Trades | 184 | 289 | 78 | 184 | 289 | 78 |
Avg Bars in Winners | 142 | 211 | 75 | 142 | 211 | 75 |
Avg Bars in Losers | 249 | 410 | 81 | 249 | 410 | 81 |
Bars Traded | 24298 | 19138 | 5160 | 24298 | 19138 | 5160 |
Profit Streak | 34.957 | 36.6862 | 34.957 | 34.957 | 36.6862 | 34.957 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408469 | -114999 | -351965 | 311753 | -117632 | -198728 |
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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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