Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245520.4278 | 172850.7113 | 72669.7165 | 401396.1174 | 246739.104 | 154657.0134 |
Total P&L (%) | 245.5204 | 172.8507 | 72.6697 | 401.3961 | 246.7391 | 154.657 |
Avg Daily Profit (%) | 0.4714 | 0.3319 | 0.1395 | 0.31 | 0.239 | 0.1796 |
Buy And Hold Return (%) | 17.8634 | 17.8634 | 17.8634 | 17.8634 | 17.8634 | 17.8634 |
Max Trade Drawdown | -41935 | -30639 | -38187 | -306057 | -191584 | -260506 |
Profit Factor | 1.7162 | 2.0206 | 1.419 | 1.268 | 1.3356 | 1.2029 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 41.7808 | 38.3562 | 45.2055 | 41.7808 | 38.3562 | 45.2055 |
Ratio Avg Win / Avg Loss | 2.3914 | 3.2473 | 1.7199 | 1.7669 | 2.1465 | 1.458 |
Largest Winning Trade | 125197 | 125197 | 28200 | 226857 | 226857 | 148713 |
Largest Losing Trade | -14454 | -9270 | -14454 | -100608 | -64010 | -100608 |
Avg Bars in Trades | 168 | 163 | 174 | 168 | 163 | 174 |
Avg Bars in Winners | 255 | 266 | 246 | 255 | 266 | 246 |
Avg Bars in Losers | 106 | 99 | 115 | 106 | 99 | 115 |
Bars Traded | 24640 | 11915 | 12725 | 24640 | 11915 | 12725 |
Profit Streak | 0 | 10.0789 | 0 | 0 | 10.0789 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353319 | -63805 | -81401 | 222562 | -67026 | -67454 |
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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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