Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199419.644 | 167314.9641 | 32104.6799 | 135833.7025 | 126208.5875 | 9625.115 |
Total P&L (%) | 199.4196 | 167.315 | 32.1047 | 135.8337 | 126.2086 | 9.6251 |
Avg Daily Profit (%) | 0.1914 | 0.1606 | 0.0308 | 0.0824 | 0.0784 | 0.0088 |
Buy And Hold Return (%) | 13.3591 | 13.3591 | 13.3591 | 13.3591 | 13.3591 | 13.3591 |
Max Trade Drawdown | -78727 | -78975 | -64188 | -120479 | -117793 | -89544 |
Profit Factor | 1.3486 | 1.4399 | 1.1674 | 1.1872 | 1.2639 | 1.0389 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Profitability (%) | 48.6339 | 46.1538 | 51.087 | 48.6339 | 46.1538 | 51.087 |
Ratio Avg Win / Avg Loss | 1.4244 | 1.6799 | 1.1178 | 1.2539 | 1.4745 | 0.9947 |
Largest Winning Trade | 54236 | 54236 | 21800 | 84898 | 84898 | 22992 |
Largest Losing Trade | -43950 | -43950 | -24672 | -82658 | -82658 | -39924 |
Avg Bars in Trades | 134 | 236 | 33 | 134 | 236 | 33 |
Avg Bars in Winners | 138 | 247 | 40 | 138 | 247 | 40 |
Avg Bars in Losers | 130 | 227 | 25 | 130 | 227 | 25 |
Bars Traded | 24594 | 21530 | 3063 | 24594 | 21530 | 3063 |
Profit Streak | 0 | 15.7981 | 0 | 0 | 15.7981 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300810 | 291863 | -192422 | -97149 | -89645 | -526387 |
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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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