Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230952.9998 | 198490.8692 | 32462.1306 | 291494.025 | 168665.586 | 122828.4391 |
Total P&L (%) | 230.953 | 198.4909 | 32.4621 | 291.494 | 168.6656 | 122.8284 |
Avg Daily Profit (%) | 0.4434 | 0.3811 | 0.0623 | 0.2624 | 0.1899 | 0.154 |
Buy And Hold Return (%) | 88.9646 | 88.9646 | 88.9646 | 88.9646 | 88.9646 | 88.9646 |
Max Trade Drawdown | -96740 | -79492 | -73605 | -220935 | -185086 | -120778 |
Profit Factor | 1.3536 | 1.6178 | 1.0978 | 1.2696 | 1.3015 | 1.2354 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 135 | 66 | 69 | 135 | 66 | 69 |
Losing Trades | 155 | 79 | 76 | 155 | 79 | 76 |
Profitability (%) | 46.5517 | 45.5172 | 47.5862 | 46.5517 | 45.5172 | 47.5862 |
Ratio Avg Win / Avg Loss | 1.5542 | 1.9364 | 1.2092 | 1.4577 | 1.5579 | 1.3607 |
Largest Winning Trade | 68158 | 68158 | 23977 | 79906 | 79906 | 49414 |
Largest Losing Trade | -30503 | -21663 | -30503 | -90090 | -45866 | -90090 |
Avg Bars in Trades | 85 | 87 | 82 | 85 | 87 | 82 |
Avg Bars in Winners | 108 | 106 | 111 | 108 | 106 | 111 |
Avg Bars in Losers | 64 | 72 | 56 | 64 | 72 | 56 |
Bars Traded | 24666 | 12705 | 11961 | 24666 | 12705 | 11961 |
Profit Streak | 13.4913 | 17.8246 | 13.4913 | 13.4913 | 17.8246 | 13.4913 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321285 | 211578 | -388989 | 228868 | 5396 | -41038 |
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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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