Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555778.042 | 488828.193 | 66949.849 | 1361377.2342 | 891270.3561 | 470106.878 |
Total P&L (%) | 555.778 | 488.8282 | 66.9498 | 1361.3772 | 891.2704 | 470.1069 |
Avg Daily Profit (%) | 0.2996 | 0.2635 | 0.0361 | 0.1447 | 0.1237 | 0.0939 |
Buy And Hold Return (%) | 34.2711 | 34.2711 | 34.2711 | 34.2711 | 34.2711 | 34.2711 |
Max Trade Drawdown | -120987 | -31266 | -161403 | -498163 | -182454 | -515510 |
Profit Factor | 1.8617 | 3.5949 | 1.1466 | 1.3989 | 1.8472 | 1.1991 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Losing Trades | 132 | 62 | 70 | 132 | 62 | 70 |
Profitability (%) | 30.8901 | 35.4167 | 26.3158 | 30.8901 | 35.4167 | 26.3158 |
Ratio Avg Win / Avg Loss | 4.1651 | 6.5554 | 3.2105 | 3.1297 | 3.3684 | 3.3575 |
Largest Winning Trade | 240613 | 240613 | 67515 | 431765 | 251416 | 431765 |
Largest Losing Trade | -29960 | -12742 | -29960 | -160913 | -146383 | -160913 |
Avg Bars in Trades | 27 | 9 | 45 | 27 | 9 | 45 |
Avg Bars in Winners | 68 | 19 | 135 | 68 | 19 | 135 |
Avg Bars in Losers | 8 | 4 | 12 | 8 | 4 | 12 |
Bars Traded | 5200 | 897 | 4303 | 5200 | 897 | 4303 |
Profit Streak | 78.2054 | 139.2054 | 0 | 78.2054 | 139.2054 | 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 | 245753 | 367122 | -234328 | -3272 | -28638 | -92328 |
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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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