Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287375.1 | 223012.3888 | 64362.7112 | 425162.8206 | 153423.3829 | 271739.4377 |
Total P&L (%) | 287.3751 | 223.0124 | 64.3627 | 425.1628 | 153.4234 | 271.7394 |
Avg Daily Profit (%) | 0.2759 | 0.2141 | 0.0618 | 0.1593 | 0.0893 | 0.1261 |
Buy And Hold Return (%) | 14.1384 | 14.1384 | 14.1384 | 14.1384 | 14.1384 | 14.1384 |
Max Trade Drawdown | -70620 | -54060 | -59007 | -593169 | -409211 | -402848 |
Profit Factor | 1.6935 | 2.1573 | 1.2903 | 1.2257 | 1.1657 | 1.2836 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 41.5254 | 38.9831 | 44.0678 | 41.5254 | 38.9831 | 44.0678 |
Ratio Avg Win / Avg Loss | 2.3847 | 3.3766 | 1.6377 | 1.7259 | 1.8246 | 1.6292 |
Largest Winning Trade | 79714 | 79714 | 29247 | 290376 | 290376 | 216732 |
Largest Losing Trade | -25446 | -15538 | -25446 | -185421 | -111095 | -185421 |
Avg Bars in Trades | 208 | 194 | 223 | 208 | 194 | 223 |
Avg Bars in Winners | 353 | 337 | 368 | 353 | 337 | 368 |
Avg Bars in Losers | 106 | 103 | 109 | 106 | 103 | 109 |
Bars Traded | 24659 | 11469 | 13190 | 24659 | 11469 | 13190 |
Profit Streak | 0 | 0 | 32.3228 | 0 | 0 | 32.3228 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305853 | -169397 | -289464 | 181148 | -292082 | -201986 |
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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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