Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238627.622 | 174647.5852 | 63980.0368 | 434499.159 | 320899.6071 | 113599.5519 |
Total P&L (%) | 238.6276 | 174.6476 | 63.98 | 434.4992 | 320.8996 | 113.5996 |
Avg Daily Profit (%) | 0.4582 | 0.3353 | 0.1228 | 0.3223 | 0.2763 | 0.1458 |
Buy And Hold Return (%) | 50.492 | 50.492 | 50.492 | 50.492 | 50.492 | 50.492 |
Max Trade Drawdown | -47783 | -49024 | -33476 | -309749 | -190741 | -222585 |
Profit Factor | 1.5226 | 1.7676 | 1.2793 | 1.2582 | 1.3648 | 1.1415 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Losing Trades | 114 | 59 | 55 | 114 | 59 | 55 |
Profitability (%) | 41.5385 | 39.7959 | 43.299 | 41.5385 | 39.7959 | 43.299 |
Ratio Avg Win / Avg Loss | 2.143 | 2.674 | 1.6753 | 1.7708 | 2.0647 | 1.4948 |
Largest Winning Trade | 78585 | 78585 | 22478 | 151209 | 151209 | 75844 |
Largest Losing Trade | -17858 | -10551 | -17858 | -75424 | -75424 | -69904 |
Avg Bars in Trades | 126 | 135 | 116 | 126 | 135 | 116 |
Avg Bars in Winners | 180 | 184 | 176 | 180 | 184 | 176 |
Avg Bars in Losers | 87 | 103 | 70 | 87 | 103 | 70 |
Bars Traded | 24627 | 13311 | 11316 | 24627 | 13311 | 11316 |
Profit Streak | 4.7074 | 5.4158 | 0 | 4.7074 | 5.4158 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302745 | 190962 | -114088 | 259549 | 191268 | -71984 |
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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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