Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162233.8651 | 130682.4354 | 31551.4297 | 162649.626 | 118578.9817 | 44070.6443 |
Total P&L (%) | 162.2339 | 130.6824 | 31.5514 | 162.6496 | 118.579 | 44.0706 |
Avg Daily Profit (%) | 0.3115 | 0.2509 | 0.0606 | 0.1856 | 0.1503 | 0.0701 |
Buy And Hold Return (%) | 20.6921 | 20.6921 | 20.6921 | 20.6921 | 20.6921 | 20.6921 |
Max Trade Drawdown | -42422 | -53853 | -45252 | -85259 | -110247 | -75310 |
Profit Factor | 1.5273 | 1.8074 | 1.2164 | 1.3037 | 1.4102 | 1.1788 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 47.1831 | 43.662 | 50.7042 | 47.1831 | 43.662 | 50.7042 |
Ratio Avg Win / Avg Loss | 1.7097 | 2.3322 | 1.1826 | 1.4594 | 1.8196 | 1.1461 |
Largest Winning Trade | 107553 | 107553 | 15634 | 121004 | 121004 | 38218 |
Largest Losing Trade | -17415 | -17415 | -9809 | -39893 | -39893 | -24834 |
Avg Bars in Trades | 170 | 160 | 180 | 170 | 160 | 180 |
Avg Bars in Winners | 221 | 203 | 237 | 221 | 203 | 237 |
Avg Bars in Losers | 124 | 126 | 122 | 124 | 126 | 122 |
Bars Traded | 24198 | 11382 | 12817 | 24198 | 11382 | 12817 |
Profit Streak | 0 | 15.8036 | 0 | 0 | 15.8036 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355307 | -78383 | -209953 | 227374 | -81194 | -216580 |
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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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