Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185758.6197 | 143190.1299 | 42568.4898 | 211860.3782 | 191952.4234 | 19907.9548 |
Total P&L (%) | 185.7586 | 143.1901 | 42.5685 | 211.8604 | 191.9524 | 19.908 |
Avg Daily Profit (%) | 0.3567 | 0.2749 | 0.0817 | 0.2186 | 0.2059 | 0.0349 |
Buy And Hold Return (%) | 40.1278 | 40.1278 | 40.1278 | 40.1278 | 40.1278 | 40.1278 |
Max Trade Drawdown | -92076 | -78189 | -37867 | -365393 | -243004 | -195434 |
Profit Factor | 1.5942 | 1.6091 | 1.5491 | 1.2206 | 1.282 | 1.0712 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 62.3853 | 61.8182 | 62.963 | 62.3853 | 61.8182 | 62.963 |
Ratio Avg Win / Avg Loss | 0.9612 | 0.9938 | 0.9112 | 0.736 | 0.7918 | 0.6301 |
Largest Winning Trade | 48316 | 48316 | 9456 | 113863 | 113863 | 24665 |
Largest Losing Trade | -36832 | -36832 | -32852 | -175438 | -107644 | -175438 |
Avg Bars in Trades | 226 | 404 | 45 | 226 | 404 | 45 |
Avg Bars in Winners | 170 | 294 | 46 | 170 | 294 | 46 |
Avg Bars in Losers | 321 | 583 | 45 | 321 | 583 | 45 |
Bars Traded | 24724 | 22241 | 2483 | 24724 | 22241 | 2483 |
Profit Streak | 0 | 0 | 23.0553 | 0 | 0 | 23.0553 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318188 | -173168 | -409143 | 212110 | -174638 | -634367 |
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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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