Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259722.1687 | 177075.297 | 82646.8717 | 715204.0784 | 423490.0441 | 291714.0342 |
Total P&L (%) | 259.7222 | 177.0753 | 82.6469 | 715.2041 | 423.49 | 291.714 |
Avg Daily Profit (%) | 0.2493 | 0.17 | 0.0793 | 0.2016 | 0.159 | 0.1312 |
Buy And Hold Return (%) | 69.6452 | 69.6452 | 69.6452 | 69.6452 | 69.6452 | 69.6452 |
Max Trade Drawdown | -53125 | -44981 | -11507 | -201719 | -200258 | -24583 |
Profit Factor | 2.5145 | 2.3592 | 3.0051 | 2.3698 | 1.9594 | 4.6147 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 61.1765 | 54.7619 | 67.4419 | 61.1765 | 54.7619 | 67.4419 |
Ratio Avg Win / Avg Loss | 1.5957 | 1.9489 | 1.4507 | 1.5039 | 1.6186 | 2.2278 |
Largest Winning Trade | 50257 | 50257 | 9916 | 161639 | 161639 | 37474 |
Largest Losing Trade | -33311 | -33311 | -10542 | -182397 | -182397 | -24122 |
Avg Bars in Trades | 284 | 535 | 38 | 284 | 535 | 38 |
Avg Bars in Winners | 188 | 368 | 46 | 188 | 368 | 46 |
Avg Bars in Losers | 434 | 737 | 23 | 434 | 737 | 23 |
Bars Traded | 24170 | 22494 | 1676 | 24170 | 22494 | 1676 |
Profit Streak | 61.0468 | 61.0468 | 62.0051 | 61.0468 | 61.0468 | 62.0051 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493854 | 344187 | -186801 | 572796 | 417615 | -9181 |
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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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