Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305721.9123 | 225854.762 | 79867.1503 | 847376.7729 | 614291.2774 | 233085.4955 |
Total P&L (%) | 305.7219 | 225.8548 | 79.8672 | 847.3768 | 614.2913 | 233.0855 |
Avg Daily Profit (%) | 0.587 | 0.4336 | 0.1533 | 0.4327 | 0.3782 | 0.2313 |
Buy And Hold Return (%) | 59.4668 | 59.4668 | 59.4668 | 59.4668 | 59.4668 | 59.4668 |
Max Trade Drawdown | -51760 | -44147 | -29734 | -502291 | -282741 | -305064 |
Profit Factor | 1.6778 | 1.9994 | 1.3548 | 1.4039 | 1.561 | 1.2324 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 92 | 41 | 51 | 92 | 41 | 51 |
Losing Trades | 137 | 74 | 63 | 137 | 74 | 63 |
Profitability (%) | 40.1747 | 35.6522 | 44.7368 | 40.1747 | 35.6522 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.4984 | 3.6087 | 1.6736 | 2.0906 | 2.8173 | 1.5223 |
Largest Winning Trade | 87258 | 87258 | 27029 | 263217 | 263217 | 116271 |
Largest Losing Trade | -10844 | -9589 | -10844 | -94113 | -79834 | -94113 |
Avg Bars in Trades | 107 | 111 | 103 | 107 | 111 | 103 |
Avg Bars in Winners | 162 | 174 | 153 | 162 | 174 | 153 |
Avg Bars in Losers | 70 | 76 | 63 | 70 | 76 | 63 |
Bars Traded | 24640 | 12827 | 11813 | 24640 | 12827 | 11813 |
Profit Streak | 4.4321 | 8.8904 | 0 | 4.4321 | 8.8904 | 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 | 354946 | 206485 | -53164 | 318522 | 254555 | 126356 |
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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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