Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211042.542 | 216658.3183 | -5615.7763 | 278418.0661 | 204933.7409 | 73484.3252 |
Total P&L (%) | 211.0425 | 216.6583 | -5.6158 | 278.4181 | 204.9337 | 73.4843 |
Avg Daily Profit (%) | 0.1697 | 0.1743 | -0.0045 | 0.1071 | 0.0897 | 0.0443 |
Buy And Hold Return (%) | 16.9508 | 16.9508 | 16.9508 | 16.9508 | 16.9508 | 16.9508 |
Max Trade Drawdown | -204677 | -47409 | -213275 | -268613 | -133342 | -248044 |
Profit Factor | 1.3692 | 2.1914 | 0.9856 | 1.3763 | 1.7587 | 1.1564 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 142 | 69 | 73 | 132 | 65 | 67 |
Losing Trades | 22 | 13 | 9 | 32 | 17 | 15 |
Profitability (%) | 86.5854 | 84.1463 | 89.0244 | 80.4878 | 79.2683 | 81.7073 |
Ratio Avg Win / Avg Loss | 0.2121 | 0.4129 | 0.1215 | 0.3337 | 0.46 | 0.2589 |
Largest Winning Trade | 20396 | 20396 | 16714 | 117259 | 49402 | 117259 |
Largest Losing Trade | -143487 | -47409 | -143487 | -201629 | -133342 | -201629 |
Avg Bars in Trades | 43 | 48 | 37 | 43 | 48 | 37 |
Avg Bars in Winners | 19 | 20 | 19 | 26 | 29 | 24 |
Avg Bars in Losers | 195 | 201 | 187 | 111 | 124 | 96 |
Bars Traded | 7089 | 4003 | 3086 | 7089 | 4003 | 3086 |
Profit Streak | 32.62 | 85.62 | 32.62 | 32.62 | 85.62 | 32.62 |
Trades During Streak | 11 | 8 | 5 | 11 | 8 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488945 | 377645 | -578657 | -44342 | -71432 | -184334 |
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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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