Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245163.457 | 192084.3043 | 53079.1527 | 272708.4003 | 170819.9963 | 101888.404 |
Total P&L (%) | 245.1635 | 192.0843 | 53.0792 | 272.7084 | 170.82 | 101.8884 |
Avg Daily Profit (%) | 0.4707 | 0.3688 | 0.1019 | 0.2529 | 0.1915 | 0.135 |
Buy And Hold Return (%) | 55.9308 | 55.9308 | 55.9308 | 55.9308 | 55.9308 | 55.9308 |
Max Trade Drawdown | -58924 | -61389 | -10882 | -157180 | -175685 | -29749 |
Profit Factor | 1.7374 | 1.7915 | 1.5914 | 1.392 | 1.3269 | 1.5883 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 99 | 53 | 46 | 99 | 53 | 46 |
Profitability (%) | 40 | 35.3659 | 44.5783 | 40 | 35.3659 | 44.5783 |
Ratio Avg Win / Avg Loss | 2.6061 | 3.274 | 1.9784 | 2.0879 | 2.425 | 1.9746 |
Largest Winning Trade | 168581 | 168581 | 16460 | 201642 | 201642 | 36446 |
Largest Losing Trade | -12616 | -12616 | -8216 | -38435 | -38435 | -15251 |
Avg Bars in Trades | 145 | 253 | 38 | 145 | 253 | 38 |
Avg Bars in Winners | 238 | 470 | 56 | 238 | 470 | 56 |
Avg Bars in Losers | 83 | 135 | 24 | 83 | 135 | 24 |
Bars Traded | 24039 | 20804 | 3235 | 24039 | 20804 | 3235 |
Profit Streak | 23.125 | 23.875 | 23.125 | 23.125 | 23.875 | 23.125 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316461 | -436 | -222187 | 209889 | -4328 | -20415 |
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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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