Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225544.9296 | 167525.242 | 58019.6876 | 406010.6789 | 277760.276 | 128250.4029 |
Total P&L (%) | 225.5449 | 167.5252 | 58.0197 | 406.0107 | 277.7603 | 128.2504 |
Avg Daily Profit (%) | 0.433 | 0.3217 | 0.1114 | 0.3118 | 0.2555 | 0.1586 |
Buy And Hold Return (%) | 21.1843 | 21.1843 | 21.1843 | 21.1843 | 21.1843 | 21.1843 |
Max Trade Drawdown | -53765 | -17770 | -78007 | -140226 | -69203 | -132173 |
Profit Factor | 1.8816 | 2.9888 | 1.3381 | 1.6201 | 2.2036 | 1.3025 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Losing Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Profitability (%) | 42.1569 | 47.0588 | 37.2549 | 42.1569 | 47.0588 | 37.2549 |
Ratio Avg Win / Avg Loss | 2.5817 | 3.3624 | 2.2536 | 2.2229 | 2.4791 | 2.1937 |
Largest Winning Trade | 86563 | 86563 | 29507 | 97173 | 97173 | 94310 |
Largest Losing Trade | -18759 | -14150 | -18759 | -51324 | -51324 | -39289 |
Avg Bars in Trades | 231 | 76 | 386 | 231 | 76 | 386 |
Avg Bars in Winners | 385 | 120 | 719 | 385 | 120 | 719 |
Avg Bars in Losers | 119 | 37 | 189 | 119 | 37 | 189 |
Bars Traded | 23611 | 3899 | 19712 | 23611 | 3899 | 19712 |
Profit Streak | 16.8458 | 0 | 18.2208 | 16.8458 | 0 | 18.2208 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374722 | -167398 | -231206 | 319249 | -169479 | -177170 |
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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) |
---|