Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137267.991 | 96435.7358 | 40832.2552 | 188625.0484 | 150879.5751 | 37745.4733 |
Total P&L (%) | 137.268 | 96.4357 | 40.8323 | 188.625 | 150.8796 | 37.7455 |
Avg Daily Profit (%) | 0.2636 | 0.1852 | 0.0784 | 0.2037 | 0.1768 | 0.0615 |
Buy And Hold Return (%) | 42.0281 | 42.0281 | 42.0281 | 42.0281 | 42.0281 | 42.0281 |
Max Trade Drawdown | -37429 | -24783 | -53763 | -106130 | -46613 | -100375 |
Profit Factor | 1.5284 | 1.9906 | 1.2514 | 1.3959 | 1.862 | 1.1252 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 69.4268 | 68.3544 | 70.5128 | 69.4268 | 68.3544 | 70.5128 |
Ratio Avg Win / Avg Loss | 0.6731 | 0.9216 | 0.5233 | 0.6147 | 0.8621 | 0.4706 |
Largest Winning Trade | 18270 | 18270 | 15012 | 28962 | 25973 | 28962 |
Largest Losing Trade | -28682 | -13690 | -28682 | -47554 | -26137 | -47554 |
Avg Bars in Trades | 154 | 146 | 163 | 154 | 146 | 163 |
Avg Bars in Winners | 98 | 104 | 91 | 98 | 104 | 91 |
Avg Bars in Losers | 283 | 235 | 335 | 283 | 235 | 335 |
Bars Traded | 24319 | 11545 | 12774 | 24319 | 11545 | 12774 |
Profit Streak | 8.7105 | 9.3563 | 0 | 8.7105 | 9.3563 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307612 | -20630 | -288023 | 299156 | -18611 | -393098 |
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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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