Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215813.5969 | 221241.9733 | -5428.3763 | 526815.1723 | 250886.388 | 275928.7844 |
Total P&L (%) | 215.8136 | 221.242 | -5.4284 | 526.8152 | 250.8864 | 275.9288 |
Avg Daily Profit (%) | 0.1748 | 0.1792 | -0.0044 | 0.1488 | 0.1017 | 0.1073 |
Buy And Hold Return (%) | 84.7712 | 84.7712 | 84.7712 | 84.7712 | 84.7712 | 84.7712 |
Max Trade Drawdown | -162789 | -51323 | -196611 | -298065 | -312728 | -245077 |
Profit Factor | 1.3381 | 2.0836 | 0.9875 | 1.4331 | 1.4486 | 1.4199 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 183 | 90 | 93 | 165 | 83 | 82 |
Losing Trades | 40 | 21 | 19 | 58 | 28 | 30 |
Profitability (%) | 82.0628 | 81.0811 | 83.0357 | 73.991 | 74.7748 | 73.2143 |
Ratio Avg Win / Avg Loss | 0.2925 | 0.4862 | 0.2017 | 0.5038 | 0.4887 | 0.5195 |
Largest Winning Trade | 23462 | 23462 | 16226 | 159370 | 58423 | 159370 |
Largest Losing Trade | -136632 | -48901 | -136632 | -298065 | -298065 | -177014 |
Avg Bars in Trades | 21 | 24 | 17 | 21 | 24 | 17 |
Avg Bars in Winners | 9 | 10 | 8 | 13 | 15 | 12 |
Avg Bars in Losers | 72 | 81 | 62 | 41 | 50 | 33 |
Bars Traded | 4686 | 2674 | 2012 | 4686 | 2674 | 2012 |
Profit Streak | 27.6743 | 78.1743 | 27.6743 | 27.6743 | 78.1743 | 27.6743 |
Trades During Streak | 14 | 8 | 7 | 14 | 8 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354227 | 398234 | -574681 | 396972 | -55869 | -48518 |
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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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