Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146786.2255 | 214009.319 | -67223.0935 | 967146.0847 | 467667.0368 | 499479.0479 |
Total P&L (%) | 146.7862 | 214.0093 | -67.2231 | 967.1461 | 467.667 | 499.479 |
Avg Daily Profit (%) | 0.1189 | 0.1734 | -0.0545 | 0.192 | 0.1408 | 0.1452 |
Buy And Hold Return (%) | 126.6132 | 126.6132 | 126.6132 | 126.6132 | 126.6132 | 126.6132 |
Max Trade Drawdown | -158781 | -51356 | -141512 | -742264 | -742264 | -335148 |
Profit Factor | 1.2473 | 2.2544 | 0.8411 | 1.5716 | 1.4894 | 1.6781 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 88 | 44 | 44 | 86 | 44 | 42 |
Losing Trades | 17 | 8 | 9 | 19 | 8 | 11 |
Profitability (%) | 83.8095 | 84.6154 | 83.0189 | 81.9048 | 84.6154 | 79.2453 |
Ratio Avg Win / Avg Loss | 0.2409 | 0.4099 | 0.172 | 0.3472 | 0.2708 | 0.4395 |
Largest Winning Trade | 23467 | 23467 | 20433 | 174139 | 174139 | 154547 |
Largest Losing Trade | -170719 | -51356 | -170719 | -742264 | -742264 | -266353 |
Avg Bars in Trades | 43 | 51 | 36 | 43 | 51 | 36 |
Avg Bars in Winners | 20 | 22 | 18 | 28 | 32 | 23 |
Avg Bars in Losers | 165 | 210 | 126 | 114 | 155 | 85 |
Bars Traded | 4590 | 2663 | 1927 | 4590 | 2663 | 1927 |
Profit Streak | 0 | 154.6194 | 0 | 0 | 154.6194 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147566 | -174352 | -756650 | 456370 | -182362 | -177373 |
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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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