Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191207.1651 | 155449.1037 | 35758.0614 | 108908.0005 | -27020.2853 | 135928.2858 |
Total P&L (%) | 191.2072 | 155.4491 | 35.7581 | 108.908 | -27.0203 | 135.9283 |
Avg Daily Profit (%) | 0.1836 | 0.1492 | 0.0343 | 0.0708 | -0.0302 | 0.0824 |
Buy And Hold Return (%) | 10.1121 | 10.1121 | 10.1121 | 10.1121 | 10.1121 | 10.1121 |
Max Trade Drawdown | -123907 | -66005 | -105420 | -345564 | -251934 | -252122 |
Profit Factor | 1.2585 | 1.4097 | 1.0993 | 1.0704 | 0.9692 | 1.2033 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 101 | 44 | 57 | 101 | 44 | 57 |
Losing Trades | 122 | 67 | 55 | 122 | 67 | 55 |
Profitability (%) | 45.2915 | 39.6396 | 50.8929 | 45.2915 | 39.6396 | 50.8929 |
Ratio Avg Win / Avg Loss | 1.5202 | 2.1466 | 1.0607 | 1.293 | 1.4758 | 1.1611 |
Largest Winning Trade | 60452 | 60452 | 24088 | 72832 | 70820 | 72832 |
Largest Losing Trade | -22992 | -20766 | -22992 | -72735 | -65813 | -72735 |
Avg Bars in Trades | 110 | 115 | 104 | 110 | 115 | 104 |
Avg Bars in Winners | 150 | 172 | 133 | 150 | 172 | 133 |
Avg Bars in Losers | 77 | 78 | 75 | 77 | 78 | 75 |
Bars Traded | 24589 | 12845 | 11744 | 24589 | 12845 | 11744 |
Profit Streak | 10.4733 | 0 | 19.265 | 10.4733 | 0 | 19.265 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302773 | 134849 | -260092 | -241531 | -583399 | -82474 |
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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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