Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300412.91 | 218069.4334 | 82343.4765 | 879299.3211 | 640611.8652 | 238687.4559 |
Total P&L (%) | 300.4129 | 218.0694 | 82.3435 | 879.2993 | 640.6119 | 238.6875 |
Avg Daily Profit (%) | 0.5768 | 0.4187 | 0.1581 | 0.439 | 0.3852 | 0.2345 |
Buy And Hold Return (%) | 80.9756 | 80.9756 | 80.9756 | 80.9756 | 80.9756 | 80.9756 |
Max Trade Drawdown | -51760 | -45600 | -23552 | -384458 | -227556 | -255685 |
Profit Factor | 1.7895 | 2.1538 | 1.4299 | 1.5036 | 1.7136 | 1.2814 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Profitability (%) | 42.1384 | 40 | 44.3038 | 42.1384 | 40 | 44.3038 |
Ratio Avg Win / Avg Loss | 2.4572 | 3.2307 | 1.7976 | 2.0647 | 2.5704 | 1.6109 |
Largest Winning Trade | 69511 | 69511 | 26999 | 223586 | 223586 | 129016 |
Largest Losing Trade | -13725 | -13484 | -13725 | -113039 | -113039 | -93371 |
Avg Bars in Trades | 155 | 168 | 141 | 155 | 168 | 141 |
Avg Bars in Winners | 197 | 207 | 188 | 197 | 207 | 188 |
Avg Bars in Losers | 124 | 141 | 104 | 124 | 141 | 104 |
Bars Traded | 24645 | 13446 | 11199 | 24645 | 13446 | 11199 |
Profit Streak | 4.7103 | 10.5644 | 0 | 4.7103 | 10.5644 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338644 | -12614 | -181012 | 366174 | -9950 | -23902 |
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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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