Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243401.1936 | 202951.6662 | 40449.5274 | 325171.706 | 219647.7515 | 105523.9545 |
Total P&L (%) | 243.4012 | 202.9517 | 40.4495 | 325.1717 | 219.6478 | 105.524 |
Avg Daily Profit (%) | 0.4673 | 0.3897 | 0.0777 | 0.2783 | 0.2234 | 0.1384 |
Buy And Hold Return (%) | 53.2914 | 53.2914 | 53.2914 | 53.2914 | 53.2914 | 53.2914 |
Max Trade Drawdown | -45969 | -52414 | -29293 | -172401 | -210042 | -77468 |
Profit Factor | 1.6114 | 1.9131 | 1.23 | 1.2945 | 1.3312 | 1.2393 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 45 | 42.8571 | 47.1429 | 45 | 42.8571 | 47.1429 |
Ratio Avg Win / Avg Loss | 1.9694 | 2.5508 | 1.3791 | 1.5822 | 1.775 | 1.3895 |
Largest Winning Trade | 134609 | 134609 | 25126 | 176161 | 176161 | 58331 |
Largest Losing Trade | -13048 | -13048 | -11571 | -55438 | -55438 | -47109 |
Avg Bars in Trades | 173 | 189 | 158 | 173 | 189 | 158 |
Avg Bars in Winners | 246 | 266 | 228 | 246 | 266 | 228 |
Avg Bars in Losers | 114 | 131 | 96 | 114 | 131 | 96 |
Bars Traded | 24343 | 13248 | 11096 | 24343 | 13248 | 11096 |
Profit Streak | 19.4379 | 20.4587 | 0 | 19.4379 | 20.4587 | 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 | 347527 | -86768 | -351514 | 261648 | -90158 | -111703 |
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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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