Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379130.5066 | 312176.139 | 66954.3676 | 705738.0933 | 635928.5562 | 69809.5371 |
Total P&L (%) | 379.1305 | 312.1761 | 66.9544 | 705.7381 | 635.9286 | 69.8095 |
Avg Daily Profit (%) | 0.7279 | 0.5994 | 0.1286 | 0.4014 | 0.384 | 0.1017 |
Buy And Hold Return (%) | 102.5723 | 102.5723 | 102.5723 | 102.5723 | 102.5723 | 102.5723 |
Max Trade Drawdown | -70765 | -36086 | -48205 | -673502 | -365240 | -338234 |
Profit Factor | 1.7771 | 2.2172 | 1.2893 | 1.2634 | 1.4507 | 1.055 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 117 | 55 | 62 | 117 | 55 | 62 |
Losing Trades | 112 | 59 | 53 | 112 | 59 | 53 |
Profitability (%) | 51.0917 | 48.2456 | 53.913 | 51.0917 | 48.2456 | 53.913 |
Ratio Avg Win / Avg Loss | 1.7011 | 2.3784 | 1.1022 | 1.2094 | 1.5562 | 0.9019 |
Largest Winning Trade | 186420 | 186420 | 20742 | 534980 | 534980 | 122496 |
Largest Losing Trade | -18855 | -16187 | -18855 | -223818 | -138257 | -223818 |
Avg Bars in Trades | 108 | 97 | 119 | 108 | 97 | 119 |
Avg Bars in Winners | 120 | 109 | 131 | 120 | 109 | 131 |
Avg Bars in Losers | 95 | 86 | 105 | 95 | 86 | 105 |
Bars Traded | 24868 | 11125 | 13743 | 24868 | 11125 | 13743 |
Profit Streak | 8.039 | 0 | 11.7681 | 8.039 | 0 | 11.7681 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520441 | 384455 | -186383 | 395474 | 348861 | -383840 |
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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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