Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240186.1743 | 171836.575 | 68349.5993 | 503752.7757 | 335279.8664 | 168472.9093 |
Total P&L (%) | 240.1862 | 171.8366 | 68.3496 | 503.7528 | 335.2799 | 168.4729 |
Avg Daily Profit (%) | 0.2306 | 0.165 | 0.0656 | 0.1728 | 0.1413 | 0.0949 |
Buy And Hold Return (%) | 23.296 | 23.296 | 23.296 | 23.296 | 23.296 | 23.296 |
Max Trade Drawdown | -51437 | -40879 | -14571 | -208562 | -196255 | -38491 |
Profit Factor | 2.0032 | 1.939 | 2.2115 | 1.7042 | 1.5906 | 2.1412 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 64.7059 | 61.0169 | 68.3333 | 64.7059 | 61.0169 | 68.3333 |
Ratio Avg Win / Avg Loss | 1.0927 | 1.2388 | 1.0249 | 0.9296 | 1.0162 | 0.9923 |
Largest Winning Trade | 51952 | 51952 | 13584 | 156664 | 156664 | 39709 |
Largest Losing Trade | -34228 | -34228 | -10065 | -193931 | -193931 | -30734 |
Avg Bars in Trades | 203 | 385 | 23 | 203 | 385 | 23 |
Avg Bars in Winners | 140 | 271 | 26 | 140 | 271 | 26 |
Avg Bars in Losers | 317 | 563 | 18 | 317 | 563 | 18 |
Bars Traded | 24165 | 22728 | 1437 | 24165 | 22728 | 1437 |
Profit Streak | 8.2078 | 0 | 62.2912 | 8.2078 | 0 | 62.2912 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485030 | -165359 | -271358 | 401469 | -177801 | -231008 |
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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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